Having lost in the Coupe de la Ligue, the club are already guaranteed less silverware than last year, when they won a domestic treble but elected not to keep head coach Unai Emery for a third season in charge.
Despite their setback in the Coupe de la Ligue, PSG head into the Coupe de France final as defending champions and big favourites after their Ligue 1 dominance this term, meaning the pressure will be entirely on them.
Meanwhile Rennes go into the contest without a win their past four matches, and having lost to PSG in both Ligue 1 meetings this season, but with former PSG midfielder Hatem Ben Arfa in the side, they are capable of causing problems.
Marquinhos is aware of that and accepts PSG must be careful, mindful that their season will look significantly worse without a second trophy.
"Yes, it will be a wasted season if we lose against Rennes," said the Brazil international. "We let the Champions League slide, the Coupe de la Ligue too. We can't lose Coupe de France.
"All finals are tough. Every final has its own story. We know the responsibility we have in this final.
"There were two objectives: Ligue 1 and the Coupe de France. It's very important. The final is in front of us. We'll see the situation afterwards, whether it is positive or negative.
"To be favourite or not, it's the game that counts. We don't think about who's the favourite. Each team has 50 per cent chance of winning.
"We know what Hatem Ben Arfa is capable of. We know him well, but he needs his team."
Victory on Saturday will mean PSG take home a record 13th Coupe de France crown, three more than the nearest club Marseille.