The Danish keeper produced five saves out of the top-drawer to deny us and frustrate Teemu Tainio twice, Michael Carrick, Michael Brown and Robbie Keane.
We dominated possession and created all the chances but Villa - who appeared happy to take a point from the Lane - defended stoutly and we couldn't break through on the day.
Asked if he was frustrated, Martin responded: "No, I don't feel frustration, of course it's disappointing but you would only get frustrated if you conceded a goal after a game like that.
"We did everything we should have done. We played football from the back, the midfield played well even though we had to substitute a couple of players and the players who came on did well, Browny, Aaron Lennon and Rasiak created a couple of chances - so it's not frustration.
"Villa have only lost once away from home since September and they are very organised.
"They don't give away a lot but we created chances, we just didn't score."
The main reason for that was Sorensen, who saved his best to keep out a lob from Tainio in the first half before a point-blank block from the Finnish midfielder in the second half.
Martin added: "It happens and it happened against us. I think he had a bit of luck as well with a couple of shots that hit him but he made one or two marvellous saves as well.
"The only thing is we could have made a gap with Arsenal and the rest of the results have gone against us, so that is what's disappointing."
Martin Jol felt we did everything but score after a wonder show from Thomas Sorensen kept us at bay in the 0-0 draw against Villa.