Martínez Losa has built up nearly 20 years' coaching experience, proving particularly adept at raising the level of professionalism at the clubs he has worked at.

[1] His tenure with Rayo was very successful, leading the club to their first major trophy in their history with the Copa de la Reina in 2008.

Losa's time in charge also included bringing through youngsters of the quality of Leah Williamson, Charlie Devlin and Lauren James.

[8] On 7 June 2019, Martínez Losa was named as the new manager of Division 1 Féminine club FC Girondins de Bordeaux, succeeding Jérôme Dauba.

[11][12] The decision by the SFA to offer Martínez Losa a new contract was criticised later that year, after Scotland lost 6–0 to England and were relegated from their Nations League group.