Honda's troubled 2015 season with its RC213V carried into the first pre-season test at Sepang last month, but the two-time world champion felt a breakthrough had been made during the second week of running at Phillip Island.
However, Marquez was back down the order on the first of three nights in Qatar, finishing 10th, 1.071 seconds behind pacesetter Jorge Lorenzo.
World champion Lorenzo led the way for Yamaha as MotoGP's final pre-season test started in Qatar with a 1:55.452 lap that nobody even got close to.
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And Marquez admitted that he and his team had found things difficult.
"We knew before coming to Qatar that this circuit is one of the toughest on the calendar for us, and this year we are finding things a bit tough on the kind of corners that you encounter here," he said.
"We are far from where we'd like to be, but the positive thing is that this is still only testing.
"Even though in Australia things went very well, here we have the opportunity to try many different things.
"In the remaining days, we will try some more things out to understand which direction we need to go to improve.
"We have been working a little on everything and where I feel best is when braking and entering the corners.
"We have work to do on cornering and on corner exits, because that is where we are losing a lot of time, and at a circuit like this it makes it very hard on the straights."
Team-mate Dani Pedrosa finished the opening night in 13th, with his best lap four tenths slower than Marquez's.
"The first day in Qatar is always a bit tricky because the track is not very clean, so we started a little later today and I didn't put in many laps," he said.
"We've been testing calmly in order to see the feeling we have and start working with the bike, but we struggled a bit.
"We got some ideas about what to test tomorrow; we don't know if it will be the solution to our issues, but we will make a bigger change to see if it helps us go faster.
"We're struggling a bit, because we are not taking the corners as fast as we want."
Testing continues on Thursday and Friday, and Qatar will host the season opener on March 20.
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