Australia arrive in Chattogram after suffering a 2-1 ODI series defeat, Bangladesh's first-ever bilateral ODI series win over the world champions.
However, Marsh said the return of several experienced T20 players has strengthened the visitors ahead of the series opener on Wednesday.
"We've got a big changeover in personnel. The guys are really looking forward to this series," Marsh said.
"No doubt it's been a tough tour, but we're going in with high hopes of winning this series and playing some really good cricket."
Marsh reserved special praise for batter Tim David, calling him "one of the best middle-order players in the world" and a major boost to Australia's T20 setup. All-rounder Aaron Hardie is also among the experienced names returning to the squad.
The Australian skipper also acknowledged Bangladesh's recent progress, particularly the emergence of their fast bowlers, who played a crucial role in the hosts' historic ODI series triumph.
"I think it's really exciting for Bangladesh cricket to have some quick bowlers, They're a well-rounded side and have been playing some really good cricket of late. They'll provide a great challenge, and it's one that we'll be up for."
Marsh, who did not feature in the ODI series while recovering from injury, added that he was eager to experience playing in Chattogram for the first time.
"I've never been here and never played at this ground, so it's new and exciting for me. There's a bit of grass coverage on the wicket, it looks like a nice surface and I'm sure it's going to provide a great and entertaining game of cricket," he said.
The three-match T20I series begins on Wednesday, with the remaining fixtures scheduled for June 19 and 21 at the same venue in Chattogram.
