Marsiglia was named head coach of Nice on 15 November 2011. Before that he was assistant coach at the club. He was sacked on 21 May 2012, despite having saved Nice from relegation that year.
On 26 June 2012, Marsiglia was named head coach of the UAE side Dubai Club. On the 16th of June, 2013, Marsiglia, owner Budar el Mutar,Omar al-Hasawi of Nottingham Forest and Christian d'Jour of Nantes signed a deal, which will see the instigation of a tri-club co-operation, with players from Nantes in France, Nottingham Forest in England and Dubai Club participate in a formal season swap agreement with their development players. As part of the deal a joint fund and academy will be set up in Dubai, and all three clubs are set to join the UAE football league in season 2014-2015, with the team's planned name being "Dubai 3", the crest will be made up of the three teams' regional crests.