The 26-year-old defender signed a four-year deal with the Bundesliga club and is relishing the chance to test himself at a higher level.
Marcelo spent three years in the Eredivisie, making 88 appearances in the league.
"Well my first impression here was really really good," he said. "The players gave me a great welcome, and in the training I can see that the players have a lot of qualities and I think it was a great training (session).
"I'm a defender, I like to read the game and as a defender of course I want to fight, I want to win. I never like to lose, never.
"Here it's the Bundesliga, you know the level of the Bundesliga is much higher. I was thankful for a new challenge in my life, that's why I chose to move away now. I had a great time in PSV so it was really the time to make a new start in my life."
