"I never changed my name officially. It's on my marriage license, my passport, driver's license," the 81-year-old said.
"Sometimes you get persuaded when you don't have enough insight or even enough courage to stand up for what you believe in, and you pay for it later," Sheen told the publication. "But, of course, I'm only speaking for myself."
Martin also revealed that when his son Emilio Estevez wanted to follow in his footsteps to pursue acting, the veteran star was relieved that Emilio had decided to keep his original name.
"The only influence I had on Emilio was to keep his name," he said. "When he started out, his agent was advising him to change his name to Sheen and he wouldn't do it. And I thank God he didn't."
Although Estevez didn't follow through with his name change, Martin is also father to "Two and a Half Men" star Charlie Sheen who took on the Sheen stage name. His real name is Carlos Estevez.
Martin may have been supportive of his children's acting careers, but he confessed that he had a harder time getting his parents onboard with his chosen line of work.
"You couldn't blame him," he said. "Both my parents were immigrants. My father was from Spain, and my mother was from Ireland. My real name is Ramon Estevez."
Sheen continued, "My father was very practical. He was a factory worker for most of his adult life, and he wanted me to go to college and improve my chances of making a better living than he did. We had some very, very painful confrontations about it."