Martin was born in Bronx, New York, the daughter of Marilyn, a dancer of Irish-American descent, and an African-American attorney whom she seldom saw in her childhood. From the Bronx, she went on to Sarah Lawrence College and New York University Film School. Along the way, she worked in film labs and camera rental houses and as a bartender, made music videos and short films, and wrote the first draft of I Like It Like That.
In 1992, Martin's short film, Suspect, which examined the treatment of young black people as assumed criminals, won critical acclaim at the New York Public Theater's Young Black Cinema showcase. After directing her first short film, Suspect, Martin served as assistant camera operator for Jonathan Demme's documentary Cousin Bobby, a film about his cousin Robert Castle, an Episcopal pastor who works in Harlem. The film was well-received from the majority of critics.