Marshall penned a two-year deal with the Bantams before joining up with his new team-mates on City's week-long trip to Scotland.
The 28 year-old becomes Phil Parkinson's fifth signing during pre-season after earlier recruiting Steven Davies, Josh Morris, Tony McMahon and Luke James.
The flying winger moves to Valley Parade after a hugely impressive campaign at fellow Sky Bet League 1 side Port Vale last season.
He scored seven goals and made a further eight for Vale during the 2014/2015 season.
With the skill and speed to beat a defender, plus the ability to cut inside and score with one foot or whip in a cross with his other, Marshall will certainly be capable of getting City's sizeable home crowds on their feet this coming season.
Speaking about Marshall's arrival, a thrilled Parkinson said: "Mark is a great signing for us and we are delighted to have him on board.
"He can play on the right hand side or the left, and he is comfortable with both feet.
"He also has that extra power and pace that we have been looking to add to the squad.
"His ability to go past a player in a one-on-one situation gives us a really good attacking option."
Along with his time at Vale Park last season, the Jamaican-born winger has also enjoyed spells previously at Swindon Town, Barnet and Coventry City.