In 2003, he was nominated for an Academy Award for Directing for his first feature film, Chicago, starring Renee Zellweger, Catherine Zeta-Jones and Richard Gere. In 2005, he directed Memoirs of a Geisha, starring Zhang Ziyi. In 2000, he directed the Broadway premiere of Seussical: The Musical, based of the works of Dr. Seuss. He also choreographed and co-directed Sam Mendes' acclaimed 1998 version of Cabaret on Broadway.

On June 13, 2006, it was announced that Rob Marshall might reunite with Catherine Zeta-Jones, who played Velma Kelly in Chicago, for another film adaptation: the musical Gypsy.

Marshall has been nominated for six Tony Awards but has yet to win.

He grew up in the Squirrel Hill neighborhood of Pittsburgh, Pennsylvania. His father, Robert D. Marshall, was a professor and later a dean at the University of Pittsburgh. Marshall graduated from Taylor Allderdice High School and the Carnegie Mellon School of Drama. He is the brother of a twin sister, Maura, who is an interior decorator, and a younger sister, choreographer Kathleen Marshall.

Marshall began professionally at age 12, when he and his sisters made the audition for the Pittsburgh Civic Light Opera's production of The Sound of Music. At 13 he appeared in the CLO's productions of The King and I and South Pacific. While a junior at Carnegie Mellon University, he took time off from school to join the touring company of A Chorus Line. He earned a bachelor's degree in musical theater in 1982, then he moved to New York City, where, during the next few years, he appeared in numerous Broadway shows. Marshall suffered a back injury while performing in Cats, and this eventually he pushed him from performing into choreography.

Marshall is gay and lives in New York with his long-time partner, John DeLuca, a stage director and choreographer.