Marquis, also making his first Cactus League appearance, worked two scoreless innings. He allowed one hit and struck out one.
The Royals edged the Padres, 5-4.
The Royals took a 1-0 lead in the third inning as Irving Falu doubled into the right field corner and then scored on a single to left field by Johnny Giavotella, who is in competition for the second base job. Giavotella later knocked in a run in the fifth inning.
The Padres tied the score in the bottom of the inning as Gregorio Petit tripled to left-center and later scored on a two-out single to left by Logan Forsythe.
The Royals later took a 2-1 lead in the fifth inning on a double to center field by former Padres catcher George Kottaras.
Kansas City pitcher Will Smith was impressive in his three innings in relief of Shields, allowing one run with five strikeouts.
San Diego pitcher Tyson Ross, trying to win a job in the starting rotation, allowed three runs on four hits over three innings.
Shields felt good about his short stint.
"All that really matters to me in Spring Training is to get my work in. Obviously, you want to get that timing down and get the release points and all that stuff," Shields said. "But the first outing felt great. I ended up throwing another inning in the bullpen to get some extra work done but everything felt good."
Marquis has been working on a changeup all spring, and finally unveiled it Thursday.
"I feel like it can be a weapon," Marquis said. "Hopefully, it's a pitch I can use consistently."
Alexi Amarista had a two-run double in the seventh inning to cut the Royals lead to 5-4. Nick Hundley had an RBI double in the inning as well.
Royals up next: Right-hander Ervin Santana becomes the third member of the Kansas City rotation's front four to make his Cactus League debut this year. He's expected to throw two innings against the Reds in the 2:05 p.m. CT game on Friday at Surprise Stadium. Two prominent members of the bullpen, setup man Aaron Crow and closer Greg Holland, will also make their 2013 launch. Former Royals closer Jonathan Broxton is among the Reds scheduled pitchers.