Fresh from guiding the Turin club to three consecutive Serie A titles, Conte, 44, cut ties with Juve via mutual consent.
Marchisio, 28, has spent his youth and senior career at Juventus Stadium - one loan season at Empoli aside - and he wished Conte well, with the former Italy midfielder linked to the vacant national coaching job.
"THANK YOU! That is all I can say," Marchisio posted on Facebook.
"Aside from the decision taken by the coach, I can only thank him... He not only brought us to victory, many of them, with records upon records, but above all transformed us into a great team after unhappy years all Juventini remember.
"These have been three incredible years... full of sacrifice and satisfaction.
"Once again... THANK YOU!"
Former Juve director Luciano Moggi did not dispute the theory Conte's departure was a protest at the club's prospective sale of forward Arturo Vidal to Manchester United
"It could be [a protest] but with an offer worth €50million [for Vidal] you need to take it and find replacements," Moggi told Tuttomercatoweb.
"A club has to look at the balance sheet, as nowadays we see bankrupt clubs all the time and budgets must go hand in hand with sporting requirements.
"How will Juve do without Conte? The King is dead, long live the King. Coaches come and go."