Neymar became the world's most expensive player when he signed for PSG from Barcelona in a €222 million deal in August.
But Spanish media outlets have consistently linked Neymar with a move to Barcelona's rivals as a potential successor to Cristiano Ronaldo.
Neymar has scored 15 Ligue 1 goals to help PSG establish a strong lead at the top of the table, but he has clashed with strike partner Edinson Cavani over penalty duties.
Marquinhos, however, claims Neymar is settled in the French capital, with PSG set to face Madrid in the last-16 of the Champions League next month.
"I think they want to bother us a bit," the defender told Canal+ of the Spanish press ahead of Sunday's trip to second-placed Lyon.
"When we see the performance of Neymar, I think they want to make confusion in his head.
"They play with us. He has just arrived in Paris.
"Everyone sees that he is good and happy. He has friends here and he has everything he needs to bring him to his goals."