A Thorgan Hazard brace had Belgium in control in Lucerne, only for the host to take the lead before halftime on its way to a win that sent the Swiss into the Nations League Finals, FourFourTwo reported.
Haris Seferovic scored a hat-trick to go with a Ricardo Rodriguez penalty and Nico Elvedi goal as Xherdan Shaqiri provided two assists.
Martinez was happy with his team's start but said the Belgians simply gave up control of the game and were never able to regain it.
"We started the game very well. We scored two goals and at that point we were well in control," he said.
"I think what happened was the nature of the game, as it is almost like a final. Switzerland had to put all their men forward and created a momentum.
"The penalty changed our feeling, we did not defend well enough anymore, we allowed them a lot of space.
"At 2-1 we just had to start all over controlling the game again, and somehow we just couldn't and that was a disappointment."
The win saw Switzerland finish top of Group 2 in League A courtesy of head-to-head goal difference.
Seferovic hailed his team's performance after a slow start, saying, "We were asleep for the first 20 minutes, but after that it was the perfect performance by us.
"We started to play football and scored five very good goals."