Marshall initially came out to Tuesday's practice in a yellow quarterback's jersey but then worked with the defensive backs and also as a gunner on special teams.
The 6-foot-1, 205-pound Marshall started as a defensive back at Georgia before getting dismissed from the team.
Marshall said he made the decision after talking to his mother and other family members.
"It wasn't difficult because I played cornerback also coming up," he said. "It won't be a hard transition for me to make. It's something that I know if I put my mind to I can do anything that I want."
After initially planning to spend one final week at quarterback for the Senior Bowl, Marshall actually dove in and made the switch right away on the first day of practice Tuesday. He initially came out in a yellow QB jersey before a blank orange defensive jersey was found for him to wear. He'll have his name and number added Wednesday.
Marshall told ESPN.com he felt like he did "great" for the first day and got good feedback from people who didn't think he'd be able to adjust so quickly.
"I just feel cornerback will fit me more in the league. ... I just have to get my technique down and I'll be OK," said Marshall, who said he decided to make the switch right away "just so I can get going, get evaluated, so they can get film on me."
As agent Tommy Sims put it, he decided to "jump in the deep water ... And he didn't sink."
Jaguars coach Gus Bradley, who is coaching the South team in the Senior Bowl, said Marshall was up front with him from the start about his desire to play defensive back.
"He came up to me and said, 'You know what, Gus? I want to try defense," Bradley said. "I want to go in there and play corner. I want to be a part of special teams.' I think the thing that jumped out to me is his competitiveness. He just wants to contribute. He wasn't even in the defensive meetings last night. We made that decision earlier today and to come out here and jump in and go full speed -- and you could see him progress as the practice went on."
Marshall played quarterback at junior college and led Auburn to the national championship game during the 2013 season.
He was a Maxwell Award semifinalist as a senior, passing for 4,508 yards and rushing for 1,866 in two seasons.
Marshall is on the Senior Bowl roster as a quarterback but is open to getting some practice time in the secondary.
"Whatever they ask, I'm going to do whatever they want me to play," Marshall said. "Go out and make a good impression on them."
ESPN's Mike Triplett and Michael DiRocco and The Associated Press contributed to this report.