Milton Keynes Dons On 3 November 2019, following the departure of manager
Paul Tisdale, Martin was announced as the new permanent first-team
manager of
League One club
Milton Keynes Dons – the club he had joined as a player earlier in the year. Following his appointment, the club finished 19th in League One, with the season finishing prematurely due to the
COVID-19 pandemic. Martin, alongside assistant
Luke Williams, installed a
possession-based style of play at the club which received widespread plaudits. On 2 March 2021, Martin's team scored after a 56-pass move, a new British record at the time. At the culmination of the
2020–21 season, only
Manchester City and
Barcelona had a higher average possession percentage in Europe than Martin's MK Dons. His team also had the most touches in the opposition box in League One, despite mixed results throughout the season which saw the club finishing 13th in the league. On 31 July 2021, MK Dons confirmed that
Championship club
Swansea City had requested to speak to Martin about him becoming their new manager, leaving the club with no manager two days prior to the season opener.
Swansea City On 1 August 2021, Martin was named head coach of Swansea City, signing a three-year contract. He was appointed six days before the first game of the
2021–22 Championship season. Martin's first home game was a 0–0 draw with
Sheffield United at the
Swansea.com Stadium. On 20 August, Martin won his first league game as Swansea beat
Bristol City 1–0. In October, Martin led Swansea to a 3–0 win against rivals
Cardiff City in the
South Wales derby. Later in the season, Swansea beat Cardiff 4–0 in the reverse fixture; Swansea became the first team to complete the league double in the derby's 110-year history. Martin said, "I have not felt as emotional as this after a game... to watch the backroom staff and the players enjoy that with the supporters was the best moment I've had as a manager I'd say." In his first season at the club, Swansea finished 15th in the league. The following season, he led the club to 10th place.
Southampton On 21 June 2023, Martin was named manager of
Southampton and signed a three-year contract. His first professional game in charge was a 2–1 victory against
Sheffield Wednesday, ending Southampton's nine-match winless run in their last nine opening day fixtures. In that game, Southampton made 477 successful first-half passes, a divisional record. From September 2023 to February 2024, Martin led Southampton to a club-record 25-game unbeaten run. Martin led Southampton to
play-off victory on 26 May 2024, beating
Leeds United 1–0, securing promotion to the Premier League at the first time of asking. On 2 July 2024, Martin signed a three-year contract extension. He secured his first Premier League victory on 2 November 2024 in a 1–0 victory against
Everton. On 15 December 2024, Martin was dismissed after a 5–0 home defeat against
Tottenham Hotspur. He left the club with one league win in sixteen matches, leaving Southampton bottom of the league.
Rangers Martin was appointed head coach of
Scottish Premiership club
Rangers in June 2025 on a three-year deal. He initially received criticism after stating that he would not follow the club tradition of the manager wearing a suit pitchside. Four months later, on 5 October 2025, Martin was dismissed following a 1–1 draw away to
Falkirk with the club eighth in the
league table. With a tenure spanning 123 days, Martin is the shortest-serving manager in Rangers' history. ==Managerial style==