The 22-year old right-back has signed a two-year deal with the Fury and will join them after the Reds finish their group stage duties in the 2010 Asian Champions League.
Adelaide offered Marrone a contract extension but he decided that he wanted to continue his career with the Townsville-based club.
"I'd like to sincerely thank Adelaide United for the opportunities they have given me to play in the Hyundai A-League, but I saw heading north to join the Fury as a great chance to progress my career," Marrone said.
"At my age I think it's important to be playing first team football consistently, and I think I'll have more of an opportunity to do this in Townsville.
"But I'm looking forward to making the most of the rest of the season with Adelaide, finishing the season on a high and being part of Adelaide United's ACL campaign as well."
Marrone is the second youngster to leave the club after midfielder Kristian Sarkies joined incoming club Melbourne Heart last month.