Meghoma, 18, joined the Bees on deadline day for an initial £5million deal – which could rise to £10million.
The England youth international, who was in the final year of his contract, netted Saints a hefty profit just two years after joining from Spurs, alongside Sam Amo-Ameyaw.
Martin explained that his preference was to keep Meghoma but revealed that became more difficult when he opted not to sign a new contract.
Meghoma was on the bench for Brentford against Manchester City at the weekend with his path to the first team potentially clearer at the Gtech Community Stadium.
Brentford have a lack of out-and-out left-backs while Saints are well stocked in that area – with Brazilian Welington also set to join in January.
Martin told the Daily Echo: “Our preference would have been Jayden accepting the contract that we offered, which was a really good one for a player of his age.
Southampton’s Jayden Meghoma against Walsall in the FA Cup (Image: PA)“He played a good few games for us last season – more than most players of his age in Europe in his position.
“Jayden has gone somewhere where he thinks he might get more opportunity earlier. I disagreed with him but we will have to wait and see.
“The club received a really good price. It’s really good business for the club to make a big profit on him at an early age.
“I hope he goes on to have a really brilliant career because he is a top talent, an excellent player and a really good young man.
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— Brentford FC (@BrentfordFC) September 14, 2024
“He goes with everyone’s best wishes. Hopefully he enjoys himself and does what he wants to do there.
“Albeit, it’s a bit frustrating for us as coaches to not be able to work with him further. We couldn’t have done any more as a club.
“So, at that point, if someone isn’t going to sign a new contract then you try and get the best deal that you can. I think Rasmus, Phil and the gang have done a brilliant job in doing that.
“I think it shows young players that there is a pathway here and a platform to go on and do something else. It’s a good move for Jayden, a good move for us and everyone can move forward.”
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