Neymar, who moved from Barcelona to Paris Saint-Germain last August in a world-record switch worth €222m, has been heavily linked with Madrid throughout much of his debut season in France.
Earlier this month, Marcelo said he "would love to play with Neymar" at club level but insisted he will not seek to influence the forward during their time together with Brazil at the World Cup in Russia.
Asked again about the Selecao's biggest star, Marcelo reiterated his claim that the two players have not discussed the prospect of a transfer.
However, the 30-year-old defender did not hesitate to emphasise the appeal of playing at the Santiago Bernabeu.
"Great players have to play here," he said in a video broadcast by 'El Chiringuito'. "Real Madrid are very big, more than a player, but the big players need to play at Real Madrid."