The 28-year old Scottish gloveman kept a clean sheet as the Bluebirds assured themselves qualification to the Premier League with a 0-0 draw at home against the Addicks to guarantee a top-two finish in the Championship.
Marshall was a 19-year old with Celtic when they held Barcelona to a 0-0 draw to knock them out of the UEFA Cup but he feels this was a harder task as Cardiff had to avoid defeat and hope Watford were beaten by Millwall.
"That was more nerve-wracking than the Nou Camp, definitely," he told SunSport.
"The thing is we didn't actually know what was going on.
"But no one actually told us what was happening. We heard a big roar with five minutes to go.
"But I thought that was just our fans trying to keep us going for the 0-0!
"I wouldn't have minded them singing Watford were getting beaten just so we could have calmed down!
"But it's just incredible. There's a huge feeling of relief as well because we have been so close over the last few years and have just missed out.
"So I am delighted for the fans and relieved for myself."