Honda's sensational rookie had insisted following his record-breaking Austin win that it would be tough to maintain such form, particularly in his home race this weekend.
But although he was only fifth in practice at Jerez, Marquez said his pace had convinced him he was more competitive than anticipated.
He ended up 0.327 seconds off pacesetter Jorge Lorenzo's Yamaha, and 0.132s behind his Honda team-mate Dani Pedrosa.
"Yesterday I said in the press conference that it would be a little difficult at this track but, to tell the truth, things went better for me here than I was expecting," said Marquez.
"We have grown stronger with every lap and I think that the key is to keep calm.
"In the morning it was a little difficult to control my nerves, but later I tried to calm down and follow our normal strategy.
"Tomorrow we will have to focus in order to improve, as the rest of the riders will be going all-out."
Marquez currently shares the MotoGP points lead with Lorenzo. Pedrosa is one point further back.
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