The 26-year-old is regularly deployed in a wide position for Barcelona, but the Dutch boss has hinted at a different role for the attacker.
"One of the best ever No.10s, Zidane, always played at Real Madrid coming in from the left. In their hearts, they all want, ideally, to play as a 10 - the Van der Vaarts, the Sneijders and the Afellays," Van Marwijk told Algemeend Dagblad.
"But if you play in the centre, you often have to play with your back to your opponent. [Afellay] has shown that he is excellent in that role for the Oranje.
"But on the wing is different, and you can go either way. You can go inside or outside the opponent and give a pass. Afellay has to be convinced."
The Netherlands begin their Euro 2012 campaign against Denmark on June 9.