Marion was selected by the Phoenix Suns with the ninth overall pick in the 1999 NBA draft. Due to a left knee injury, Marion missed 31 games between December and February of the 1999–2000 season. He was selected to the NBA All-Rookie Second Team and in 51 games (38 starts), he averaged 10.2 points, 6.5 rebounds, 1.4 assists, 1.0 blocks, 0.8 steals and 24.7 minutes. He averaged 17.3 points, 10.7 rebounds, 2.0 assists, 1.7 steals, 1.4 blocks and 36.2 minutes in 78 starts during the 2000–01 season. He played for the Sophomores in the Rookie Challenge during the NBA All-Star Weekend and finished with 18 points, 3 rebounds, 2 assists, 2 steals and 1 block in 24 minutes. He increased his averages to 19.1 points and 9.9 rebounds in 2001–02, and again in 2002–03 to 21.2 points with 9.5 rebounds. He was named an NBA All-Star for the first time in 2003.