Marsh arrived in Chattogram leading a significantly different squad from the one that featured in the ODIs, with several senior T20 specialists drafted in.
"We've got a big changeover in personnel, and the guys are really looking forward to this series," Marsh told reporters on the eve of the opening T20.
"It's been a tough tour, but we're going in with high hopes, to hopefully win this series -- and play some really good cricket," he said.
Marsh, who missed the earlier Pakistan series and the Bangladesh ODIs through injury, returns to lead the team.
Power-hitter Tim David and all-rounder Aaron Hardie strengthen the touring party, while uncapped all-rounder Nikhil Chaudhary joins the squad.
Australia struggled against Bangladesh's pace-heavy attack in the ODIs, losing the first two matches before salvaging some pride with a narrow win in the final match in Mirpur.
Marsh said the return of experienced campaigners gives his side better balance, singling out David for praise as "experienced and really confident in his ability".
Bangladesh have their own selection headaches.
Captain Litton Das remains in doubt for Wednesday's opener after sustaining a muscle tear in the final ODI, while Parvez Hossain Emon is being monitored for a fever.
Left-hander Soumya Sarkar is set to join the squad.
"I am better than I was before," Litton said, adding that he hoped to play.
The remaining T20s will be held in Chattogram on June 19 and 21.