Conte is facing a ten month ban as he goes to trial as part of the Italian betting investigation.
"It is obvious that he is not comfortable for all that is happening," Marchisio told Sky Sport Italia.
"But he is an example for us because on the field he does not reveal anything. As always he yells at us, training us as always, giving us the usual drive and motivation.
"So for us he is a great example of how we should focus exclusively on the job."