Marshall, 28, switches codes to rugby union with Auckland Blues at the end of the year and has told selectors he is not available.
“We understand the circumstances and wish him well. He’ll always be a Kiwi brother and he has done wonders not only for rugby league in New Zealand, but the game in general.”
They will name their final 24-man World Cup squad on October 8.
New Zealand train-on squad: Adam Blair (Wests Tigers), Lewis Brown (Penrith), Bronson Harrison (St George), Alex Glenn, Josh Hoffman (both Brisbane), Shaun Johnson, Thomas Leuluai, Kevin Locke (all New Zealand Warriors), Sam McKendry (Penrith), Simon Mannering, Ben Matulino (both New Zealand Warriors), Jason Nightingale (St George), Sam Rapira (New Zealand Warriors), Tim Simona (Wests Tigers), Elijah Taylor, Manu Vatuvei (both New Zealand Warriors), Dean Whare (Penrith).