The Glaswegian giants are currently all the way down in 11th in the Scottish Premiership with zero wins, four draws, and one defeat from their opening five games.
Rangers faced Hibernian at Ibrox in the League Cup on Sunday, earning a 2-0 victory, but the fans let their feelings regarding the manager known.
Inside the stadium, fans unfurled banners reading 'Russell Out – Worst Manager in History' and threw balls onto the pitch, causing a delay to the start of the match.
Martin, 39, was asked about the protest after the game, to which he responded: "Well, it was actually right during the team talk, but it's like I said to the guys, I can't control any of it.
“And also a bit of perspective, like I said, yesterday in the press conference about some family stuff this week that's been really difficult to put in some perspective.
“But we had control of the performance and we had control of, not the start of the game, but the fans at the end of the game. And I have to say I thought the fans were brilliant.
"They made their feelings really clear, and then once that was done, the team started playing with a bit of flow.
“I think they were really, really good. So I have to thank them for that. At this football club, it comes about one person really quickly. But it's just not. It's not. It's about so many people, staff and the players.
“It's become about me, not by my choice. So now, hopefully it'll become more and more about the team if we put in performances like that."