The on-loan defender made his Tigers debut in Saturday's 1-1 draw with Ipswich after joining from the Whites 48 hours earlier. But a clause in the loan deal means he will be ineligible for the derby match.
"It would have been good for me to play against Leeds but unfortunately I will not be allowed to play," said Marques in the Hull Daily Mail.
"It is a shame because it has been very frustrating for me since I arrived in England and it would have been nice to play against Leeds.
"I have found it frustrating because I had very high expectations when I first came to England.
"But after Leeds started to play very well and the team weren't conceding many goals, I didn't have much of a chance to play.
"After some time, of course I began to get a bit frustrated but that is normal because everyone wants to be playing in the first-team.
"There is a new door open for me now because I was very frustrated not being able to play.
"But we will have to see what happens at the end of the season because I still have another year left on my contract with Leeds."