The teams finished level at 3-3 on aggregate in the tie but the Lisbon club advanced to the quarter-finals after Adan kept out Martinelli's weak effort.
Real Madrid goalkeeper and captain Iker Casillas says he is fighting to prove to coach Jose Mourinho that he deserves his place back in the side after the Portuguese controversially dropped him for last month's La Liga match at Malaga.
Manchester United conceded two late own goals to allow Sevilla to snatch a 2-2 draw in the first leg of their Europa League quarter-final at Old Trafford on Thursday.
Spanish champions Real Madrid have no intention of letting striker Gonzalo Higuain leave but may need to buy a back-up goalkeeper if Antonio Adan cannot be persuaded to stay, coach Jose Mourinho said.
Atletico Madrid substitute goalkeeper Antonio Adan saved three penalties before blasting home the winning spot-kick as the Europa League champions edged out Arsenal after the sides drew 1-1 in their International Champions Cup opener in Singapore on Thursday.
A round-up of Wednesday's action in the UEFA Champions League.
"Our club has reached an agreement with Gelson Martins, making him a new Atletico player," said a statement from last season's La Liga runners-up.
Atletico Madrid earned a 1-1 draw away to Girona in a chaotic and entertaining Copa del Rey last 16 first-leg match on Wednesday, leaving the tie finely balanced.
Zinedine Zidane lamented Real Madrid's home woes as the Spanish and European champions slipped to a surprise 1-0 defeat to Real Betis on Wednesday.
Real Madrid suffered a shock 1-0 home defeat to Real Betis on Wednesday as an inspired performance from their former goalkeeper Antonio Adan and a stoppage-time winner from Antonio Sanabria stunned the Liga champions.
Real Madrid coach Zinedine Zidane shrugged off his first setback since taking over from the sacked Rafa Benitez after his new team could only manage a 1-1 draw at Real Betis in La Liga.
Luis Suarez grabbed a hat-trick and Lionel Messi bagged two goals as Barcelona began their quest for a third straight La Liga title with a 6-2 rout of Real Betis on Saturday. Arda Turan, whose two goals against Sevilla helped Barca lift the Spanish Super Cup on Wednesday, gave them an early lead at the Nou Camp before Ruben Castro equalised in the 21st minute. Barca went back in front thanks to a trademark 37th-minute goal from Messi before Suarez, La Liga's top scorer last season, made it 3-1 before halftime.
Barcelona midfielder Ivan Rakitic embraced the art of winning ugly after they beat 10-man Real Betis 2-0 to move closer to retaining their La Liga title.
A round-up of Tuesday's action in the UEFA Champions League.
A round-up of Tuesday's action in the UEFA Champions League.
A round-up of Wednesday's action in the UEFA Champions League.
Arsenal named a strong side captained by Mesut Ozil while Real had Bale on the bench and Eden Hazard, wearing the number 50 shirt, starting alongside fellow new signing Luka Jovic in attack.
Second division Mirandes caused an upset by knocking Deportivo La Coruna out of the King's Cup on Tuesday and Sevilla joined them in the quarter-finals after making light work of city rivals Real Betis.
New Valencia coach Gary Neville remains without a La Liga win after his side twice recovered from a goal down to rescue a fortunate 2-2 draw at home to Getafe on Saturday.
Luis Suarez struck twice and Lionel Messi scored on his 500th appearance for Barcelona who set a new Spanish record of goals in a calendar year with a 4-0 win over Real Betis that lifted them top of La Liga on Wednesday.
News of all that's transpired on and off the football fieLd
Photographic summary of the football matches played across Spain, Italy and France