Villa missed the chance to move into the top half of the Premier League with a mistake-laden display against the Foxes, who pounced on a series of defensive errors to inflict just the second league defeat of Unai Emery’s reign.
Goalkeeper Martinez said: “If you relax, even a little bit, that is what can happen. You concede four goals at home.
“I didn’t think we started that well. Even when we were leading we looked a little bit passive and that is something we need to change.”
Villa, who next travel to Manchester City on Sunday, had won five of their first seven league matches under Emery to climb up to 11th in the standings.
Martinez added: “We were unbeaten in January, with three wins and a draw. We thought it was time to make the next step and be closer to Europe. So it was a hard one to take.
“Obviously there were errors, big errors. But that’s what a team is about. We started the second half trying to get those mistakes away, we couldn’t, they took the lead again through another mistake.
“But I’m okay with mistakes, I’ve made a few mistakes here as well.
“I couldn’t save any of the shots, I think they had four shots and scored four goals. It was a frustrating day for me as well.”