Last term they fell to a narrow 16-14 defeat to eventual winners Glasgow Warriors at the last-four stage to agonisingly miss out on a final appearance at their home ground.
The memories are still fresh for Marshall, who has been at the club since 2006, and the 30-year-old is keen to make amends this time round.
"The last three or four years we've progressed and made semi-finals and finals but until we actually have something tangible to show for it, like a trophy, it won't feel like a success for us," said Marshall, speaking at the launch of the 2015/16 GUINNESS PRO12 season in London.
"We don't care if we make a semi-final and lose anymore - we're not satisfied with that. Glasgow did well to win the tournament last year but we had an opportunity to beat them in Scotstoun and didn't take it. They then went on to win the tournament which shows how close it all is."
Ulster begin the new season at home to Ospreys on Friday September 4 before travelling to Scarlets a week later and Marshall admits his side must get off to a good start.
"There's massive incentive to get into the top two with the home semi-final and you can't afford any slip-ups," he added.
"There were certain games we lost last year or didn't get a bonus point in and that hurt us.
"We've got ourselves into positions but it's about making sure we're completely ruthless and hammer home the advantage."
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