In Game of Thrones Marshall is working as an episode director, debuting in the second season of the series. He directed the pivotal episode Blackwater, written by George R.R. Martin. He agreed to the challenge at short notice after the previous director had to pull out at short notice. As it turned out, Martin was already a major fan of Marshall's theatrical direction work in The Descent, and was excited that he was able to work on Game of Thrones.
In July 2013 it was revealed that Marshall will also direct the final episode of Season 4.HBO clarified this to confirm that Marshall would actually be directing the penultimate episode of the season.