Honda's sensational rookie was fastest in pre-season MotoGP testing at the new American venue and dominated Friday practice when the grand prix weekend commenced.
He crashed heavily in practice three but was back at the end of the times soon afterwards, until team-mate Dani Pedrosa edged him out.
Marquez was a second faster than his rivals for much of Q2, before Pedrosa finally got the gap down to 0.2s.
But Marquez was adamant he had taken nothing for granted until pole was officially secure.
"The pace was quite good, but you never know what will happen," he said, "and the track is not the same as it was in the winter.
"Before the qualifying practice I knew I could fight for pole, but these guys push so hard over one lap.
"Even so, I got my first pole, so I'm happy, but the most important thing is tomorrow."
Pedrosa is confident he has been closing the gap on his team-mate all weekend, and said he goes into Sunday relatively confident.
"Today we made some improvements, and the track improved a lot as well," said Pedrosa.
"I'm just hoping that we can have good grip in the race. We are just looking for the set-up, but I think it's looking a little better for rear grip than Qatar."
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- Dani Pedrosa