Marcelo says he "gave everything" for Zinedine Zidane, who he says got the best out of him during his time at Real Madrid.
Zidane remains unemployed at the moment, while his successor, Julen Lopetegui, was dismissed shortly after taking the job and replaced by Santiago Solari.
Marcelo has found more competition than in years past with the rise of Sergio Reguilon, but the defender hailed the contributions made by former manager Zidane as a boss who got him to work as hard as he possibly could.
"It was strange as most of us did not know about it because everything was wonderful and, for me, it was a shock," he told Esporte Interativo.
"We had a wonderful relationship as we talked every day; he was interested in me and he defended me.
"Zizou was very good to me as he was a professional, and I did everything for him; I ran, I fought, I played injured.
"Practically, I gave everything for Zidane."
Marcelo also discussed last summer's departure to Juventus of Cristiano Ronaldo, one of his closer friends during his time in Madrid.
The defender was among the first to be made aware of the Portuguese star's transfer, but it's not the only exit that has impacted him this season.
"I had a very good relationship with Cristiano, his family and his girlfriend," he said. "I played nine years with him and it's normal to be sad.
"[I was also sad] with [the departure of] Kiko Casilla, who was sitting next to me [in the dressing room].
"Every day I was saying, 'How are you Kiko, how are you doing?' and now I have no one next to me.
"On the other side I have Bale, but Bale does not speak [Spanish] as he only speaks English and we talk with gestures and I say, 'Hi, hello and good wine'."
Despite it all, Marcelo says he has no reason to leave the club, even if links to Juventus have swirled in recent months.
"Leaving Madrid has never crossed my mind, I trust myself more than any other person and there is no reason to leave," he said. "If that happens, they can pay me and everything will be fixed.
"I trust in myself, in my work, but if the day comes when Madrid do not want me, I'm going.
"I'll be sad, but I'll go, though I'm sure that I'm not going to be offloaded."