A controversial opening goal from Kevin Davies - his marker, Calum Davenport, was clearly hauled down as Gary Speed's corner curled in - after nine minutes was followed by a 35-yard screamer from Ivan Campo just four minutes later.
"That is what you don't want against Bolton," reflected boss Martin at the Reebok Stadium.
"We know if we keep a clean sheet we are always capable of scoring a goal because we can break quickly with Aaron Lennon and score a goal out of nothing but they scored the first goal.
"That was disappointing because it should have been disallowed but that can happen.
"They scored their second goal straight after that so we are 2-0 down away to Bolton. They could then wait for us to attack and that's very difficult away from home.
"If you keep a clean sheet you get more space and you can break but that didn't happen.
"We tried everything with Robbie, Jermain, Berbatov and Lennon all on but it wasn't good enough. Normally in an away game against Bolton to come back from 2-0 down is very difficult."
Summer signings Benoit Assou-Ekotto, Didier Zokora and Dimitar Berbatov all made their Premiership debuts with Lee Young-Pyo at right-back and Aaron Lennon in a free role behind Berbatov and Jermain Defoe. Keane, who recovered just in time from a thigh strain, came on for the final half-hour but Bolton stood firm.
"It would have been a great experience for Benoit, Berbatov and especially Zokora in that midfield," added Martin. "It was 'welcome to the Premiership' and they will benefit from that.
"If you play away from home against a team like Bolton you maybe get three or four chances and if it's 0-0 it's okay but if it's 2-0 it's really difficult. They kept it tight, Campo was in front of the defence, a 4-5-1 system and it's difficult to break them.
"We didn't do enough in the second half because when you have the initiative you have to score goals and create things and we didn't do that."
Martin Jol conceded that we left ourselves with too much to do after going 2-0 down inside 13 minutes at Bolton.