The Saints lost 5-0 away to league leaders Leicester on Tuesday, effectively confirming they would not reach the Premier League through the automatic promotion spots.
With two games left of the regular season, Martin is already eyeing success, with the Wembley showpiece final set for Sunday, 26 May.
I have had one experience in this league [Championship] of trying to reach the Premier League through the playoffs, said Martin of his Norwich side in 2015 that beat Middlesbrough.
I did it as captain and it was one of the best days of my life. I said to the players, we have a chance to create a moment for people to remember together for a long time.
With their family, friends and loved ones, it is an absolute privilege to have that opportunity and just need to make sure we get there and give everyone that.
