The goalkeeper played in Cardiff's 3-2 defeat to Blackpool in the 2010 playoff final and their two semi-final defeats in 2011 and 2012.
Malky Mackay's side lost 2-1 at Middlesbrough on Saturday afternoon and Marshall has insisted that he is not worried by the loss.
"We have had a bit of a wobble with our defeat at Middlesbrough but the last few years are not in my mind," he told Wales Online.
"We have a lot of new players here now who don't know anything about it. It's certainly not something that we think or talk about.
"We want to win every game now and go up as champions. But the priority is automatic promotion."
Cardiff currently sit top of the Championship, five points ahead of second-placed Hull City.