After seven seasons at Celtic Park, Marshall then signed for Kilmarnock in 1998, after Dragoje Lekovic departed the Rugby Park club halfway through the 1997–98 season. He represented the East Ayrshire club in the UEFA Cup and in the 2001 Scottish League Cup Final, lost to Celtic. Marshall played his last match for "Killie" at home versus his former club Celtic on 25 May 2003 at the age of 39 and then moved to Motherwell, helping the "Steelmen" reach the 2005 Scottish League Cup Final, a defeat to Rangers. His final senior appearance came at the start of the following season, a 4–4 draw against Celtic (the young opposing goalkeeper had the same surname – David Marshall is no relation to Gordon, however.)