McGregor also says he has no drama with Marshall's ongoing contract saga, claiming he has no involvement in recruitment at the Dragons.
"I've never had a problem with Benji and I haven't got one now," he said. "I distance myself from that for a reason, because I've got to coach.
"The best thing about coaching is you've got to get tight to your players and get the best out of them.
"There's nothing wrong with Benji."
McGregor's more immediate concern is finding a way to beat in-form Brisbane at Suncorp Stadium on Thursday night.
Despite a two-win, three-loss record from their opening five matches, the Dragons have only scored 40 points in those games.
That total is easily the lowest in the NRL, with Parramatta (70) the next-lowest points scorers.
McGregor doesn't feel there is anything wrong with the Dragons' attack though, arguing it is his teams inability to retain possession which is stifling their scoring potential. "Any time we've been over or around the 80 per cent completion rate we've won both games," he said.
"The other three games we were well below a percentage you can compete at and you can't build pressure if you haven't got the footy. "We're just not doing that in enough of our games at the moment."
-AAP