Sitting top of the RaboDirect PRO12 with nine wins out of nine Ulster face a pivotal December beginning with a trip to second-placed Scarlets tomorrow, followed by two Heineken Cup ties and Irish derbies at home to Leinster and Munster.
Ulster, who could extend their lead at the top of the league to nine or ten points tomorrow, welcome back a host of international stars following the autumn internationals to help continue their fine form.
But Marshall claims the squad isn't feeling the pressure despite being the only unbeaten team in all competitions across the three major European leagues.
"To be honest with you, we don't really talk about it, but I know from myself that I don't want to be in the team that loses first, and I think there's probably quite a few guys who feel like that," he told the Irish Times.
"I think there's an underlying feeling that we want it to go on as long as possible but we don't see it as a burden. We just see it as each game as it comes and try to win every game you play.
"It's six massive games for us and it's a serious month for us, and obviously we know that as a squad and we know that we need to look after ourselves on the pitch and off the pitch, and make sure that we're professional in everything that we do so that we can try and be in a good position come the end of January."