After starting out in the Bologna youth system, Marocchi played for Bologna (1982–88, 1996–2000) and Juventus (1988–96) throughout his career. In 18 seasons as a professional he collected 500 appearances in league play with 33 goals; 287 with Bologna (18 goals) and 213 with Juventus (15 goals). In Serie A he racked up 329 appearances and 20 goals. In his first spell with Bologna, he won the Serie B title during the 1987–88 season, earning promotion to Serie A. Upon returning to the club, he won the UEFA Intertoto Cup in 1998 as the club’s captain, after inheriting the armband from Roberto Baggio. He helped Bologna to finish the league season in 8th place, earning a spot in the 1998–99 UEFA Cup, where they reached the semi-finals, losing out to Olympique Marseille; during the match he was sent-off, receiving a four-match suspension. He also helped Bologna to reach the semi-finals of the 1998–99 Coppa Italia. With Juventus, Marocchi enjoyed a successful eight season spell, featuring as a starter under managers Zoff, Maifredi and Trapattoni, even wearing the number 10 shirt on occasion during the 1989–90 season, although he began to be deployed with less frequency under Trapattoni and Lippi in later years; with the club, he won a Coppa Italia and an UEFA Cup in 1990, another UEFA Cup in 1993, a Scudetto-Coppa Italia double in 1995, as well as the Supercoppa Italiana and the UEFA Champions League in his final season with the club, in 1996. He retired from professional football in 2000.