The Manchester United loanee was named in the starting lineup for the trip to Osasuna on Saturday but failed to make an impact as Sevilla were forced to settle for a point in a 0-0 draw.
Martial did not have a single attempt on goal in the game and lost possession on 13 occasions, leading Lopetegui to demand more from the former Monaco starlet.
"Anthony has to give us much more. It was his first game and adaptation is not easy, he has played little this year and he has to get into dynamics and gain minutes and confidence," Lopetegui told reporters.
Sevilla remain second in the La Liga table despite dropping points away from home, now three adrift of leaders Real Madrid having played a game more.body check tags ::