Martinez spoke after the game.
Lisandro Martinez believes Manchester United are "playing well" and deserve more for their performances with Ruben Amorim in charge.
United were hammered 3-0 by Bournemouth at Old Trafford last season and history repeated itself on Sunday afternoon as the Cherries claimed another comfortable win in Manchester.
Defending set-pieces has become a huge problem for United this term and Bournemouth took the lead in the first half thanks to a free-kick which was headed home by Dean Huijsen.
Amorim replaced Tyrell Malacia with Leny Yoro during the interval and introduced Rasmus Hojlund and Alejandro Garnacho in place of Manuel Ugarte and Joshua Zirkzee in the 53rd minute, but Bournemouth extended their advantage shortly after that when United conceded a penalty.
Although Noussair Mazraoui has enjoyed an excellent season, his challenge to concede the penalty was clumsy and Justin Kluivert calmly beat Andre Onana from the 12-yard spot.
Antoine Semenyo made it 3-0 minutes later to kill the game. Thousands of supporters left Old Trafford early and Amorim will be aware of the size of the job that lies ahead of him.
Martinez emerged from the dressing room to speak to MUTV and the defender was disappointed as he believed United created enough chances to get something from the game.
"We are very disappointed because I think we're playing so well, we create many chances and unfortunately we couldn't score, so it's disappointing," Martinez said.
"We have to adjust a few things, especially at set-pieces and we have to start the games by scoring the first goal. We will work on that, I think we have a great coach and a great group as well. At this club, losing is unacceptable but we are here to change things."
Martinez continued: "For sure we deserve more and I see a light in this club that I think we're going to achieve that. You see in the games that we are improving and we have to believe and for sure, it's hard to accept this kind of result but I believe a lot in the staff and in our team.
"And just as I said, we're going to change this. We have to recover, we have to prepare well for the game because we need points and we're going to change the situation. I'm confident about it."
United are currently 13th in the Premier League table.