[10] Having signed as a cover for ageing Miroslav Đukić, he took a while to impress in his first season (16 appearances), as Valencia clinched their first league title in 30 years, but gradually became first choice.

In a UEFA Champions League group-stage match against SV Werder Bremen at the Weser-Stadion, Marchena was also given his marching orders in the early minutes of the second half (2–1 defeat)[14] and his team was eventually eliminated from the elite competition; he remained a regular at both defensive positions.

[27][28] Following Deportivo's return to the top flight in 2014, Marchena left the club[29] and remained unemployed until 1 August 2015 when he signed for Indian Super League side Kerala Blasters FC as its marquee player.

[30] After missing the start of the season with injury,[31] he made his debut on 18 October in a 0–1 home loss to Delhi Dynamos FC;[32] on 4 November, he left for personal reasons.

[3] Marchena made his senior debut on 21 August 2002, in a testimonial match for Hungarian legend Ferenc Puskás in Budapest just after the 2002 FIFA World Cup in South Korea and Japan.

[39] Subsequently, he was part of the squad at UEFA Euro 2004, where he was chosen at the last minute by coach Iñaki Sáez as a strategic move to bolster his side defensively;[40] while Spain bowed out after the group phase, he did manage two appearances, but picked up two yellow cards in the process.

With Joan Capdevila, Carles Puyol and Sergio Ramos, he formed a rock-solid defense and conceded only two goals in five games, his hard work and man-marking skills earning him a spot in the team of the tournament.

[51] In June 2018, Marchena was allowed by Sevilla to join newly appointed Fernando Hierro's coaching staff for the upcoming World Cup in Russia.