The 48-year-old was left to reflect on the unfairness of it all as the Whites produced their best performance for some time but lost out 1-0 to a Harvey Barnes goal.
There was no shortage of chances created by Leeds but as so often in the good times as well as the bad under Marcelo Bielsa, they lacked the ruthlessness to make the most of them.
"I've learned - and this is maybe the American in me - that sometimes our sport isn't the fairest but it doesn't matter, you've got to do what you can to manage it," said Marsch.
"In a sport like basketball you score a lot more points and usually the better team manages to emerge. I'm not saying we were the better team but I am very pleased after four days where we've changed a lot of tactical topics and we changed a lot of what we're trying to accomplish on the pitch that there was such clarity and we were able to execute in every phase of the game.
"I know how hard they work, how committed they are to each other on the pitch, how much they want to make the fans proud; what I also learned today is how intelligent they are.
"They were able to take a lot of our video sessions and a lot of the work they've done on the pitch in segments and after four days put in a performance like that in a tough moment in the season at a tough place to play against a good opponent.
"I'm very positive even though we're disappointed with the result and certainly we need to use this as momentum to continue to propel us to get better and better."
Marsch gathered his players in a huddle in the centre circle at full-time.
"It was a real simple message that this was very positive and a big step in the right direction," he explained. "The stress of the situation is they know they want to get points and they have such a desire to achieve for the fans and each other. I need to continue to feed them the right information, be positive with them, not for its own sake, I want them to know how good and strong that was and we’ll use it to make them better."
Marsch explained Adam Forshaw was on the bench because he wanted the players who had been able to train the most during the week. He came on in the second half.
Patrick Bamford was included in a matchday squad for the first time since scoring at home to Brentford in December but did not come off. Tyler Roberts was prefered as the final substitute after 76 minutes, only to suffer a freak injury minutes later.Roverts
"Patrick was (fit for a) maximum 10 minutes," he explained. "We want to get him on the pitch ASAP but we needed to make a change before the 10-minute (remaining) mark.
"Roberts had a weird collision in the box which leads to a hamstring strain, a man down for the last phase.
"Bamford is back in training, he's getting fitter and fitter, sharper and sharper - we’ll be able to rely on him. We’ll see what’s going on with Tyler but I don't think Patrick is ready to be on from the start (against Aston Villa on Thursday) but he’ll be ready to put in some minutes."
Former Barnsley loanee Barnes scored against the run of play after 67 minutes to settle an entertaining game.
"Leeds play with a physicality so we knew we were going to have to dig in," reflected Leicester manager Brendan Rodgers.
"I thought at times when we worked the ball into the areas it's always a threat.
"It's always a chaotic game against Leeds because of their energy but thankfully we showed a moment of quality in the game and the resilience not to concede."