Antonio Candreva gave the home side the lead in the first half from the penalty spot after Gianluigi Buffon saw red for bringing down Miroslav Klose, but Fernando Llorente's second-half equaliser earned the Bianconeri a point.
The result meant that Juve failed to win for the first time in 13 league games and Marchisio believes that despite going down to 10 men, they should have gained all three points.
"It's a shame, as we wanted to keep winning, especially coming back to Rome three days after the Coppa Italia defeat to Roma," he told Sky Sport Italia.
"We had great character and kept believing in ourselves. It's a pity that our tempo was too slow when we were 11 against 11, then with 10 it brought out our character.
"In the Buffon red card, two and a half years ago I had a similar incident against Inter and the goalkeeper wasn't sent off, so I was asking the referee what the difference was. It's a sign for us, that we are alive and kicking and always want to reach the result."
Juventus are currently top of the Serie A table.