Swansea were held 0-0 by Hull on Saturday and the Sky Bet Championship's joint-lowest scorers have now managed only one goal in four home games.
"I feel like it's coming," said Martin, who is still waiting for his first home league win as Swansea boss.
"We can't maintain the energy levels at the moment but the players believe in what we're doing and we are really getting there.
"I'm disappointed we didn't win but I knew what to expect.
"I was worried we wouldn't be able to maintain energy and intensity the longer the game went on because of how much they put in on Saturday."
Martin has stressed how his players needed to improve their fitness levels following his arrival from MK Dons on the eve of the new season.
He said he had used last week's international window as a "mini-pre-season" to build them up.
Martin added: "We are still fighting to get them physically where we want them to be. They're getting there.
"It was a little bit slow in the first half and the build-up. We created a big chance with Jamie Paterson.
"I think that's what we're waiting for really. We score and it changes the context of the game.
"Millwall were great in the way they set up. They were really aggressive but I thought we dealt with it really well and we got control."
Millwall are now unbeaten in four games in all competitions, three of them in the Championship with one win and two draws.
The Lions drew 1-1 at West Brom on Saturday and manager Gary Rowett said: "Going away there and then coming down here on a Wednesday night I feel a bit sorry for the fans.
"It's almost an impossible journey for many of them and feels a bit silly to make them do that.
"In the first half I felt we were a little bit safe, in the second half I felt we probably just edged it.
"We were a little bit stronger as the game went on and I was pleased with a lot of it.
"We are on a little bit of a run but I feel disappointment at the moment as we should have more points."
Millwall were without loan signing Sheyi Ojo, the Liverpool forward, through illness.
Asked if Ojo's absence was Covid-19-related, Rowett said: "I've not heard that word before. He's ill.
"Sheyi probably would have started. He would have been a big threat for us on the counter."