In January 2006, Martin took part in a reading of The Entertainer at the Royal Court Theatre, and in February and March she appeared in Laura Wade's Other Hands, directed by Bijan Sheibani at the Soho Theatre. She is the narrator of the CD version of The Foreshadowing, a children's book about the First World War by Marcus Sedgwick, which was published in May 2006. In the same year she worked on I Really Hate My Job, directed by Oliver Parker and, from October 2006 to April 2007, played Sally Bowles in Bill Kenwright and Rufus Norris's West End production of Cabaret at the Lyric Theatre.