This weekend is the factory HRC rider's last with the team after 11 years and six premier class titles before he moves to the Gresini Ducati team for 2024.
He qualified ninth on Saturday morning before finishing third in the sprint race behind Pramac's Jorge Martin and factory KTM rider Brad Binder.
It was his first podium since the Japanese GP last month, with his last sprint rostrum having come at the Indian GP in September.
Speaking after the race, Marquez said: "I tried to control myself and my emotions, but it's true that when I arrived at the podium and saw all the faces of my people - that is and will be my people - it was super difficult to control the emotions.
"Okay, it's only a sprint race, but this weekend I tried to do my 100%.
"I was disappointed in qualifying because starting ninth will be more difficult tomorrow, but it's the best way to say thanks to all the people who helped me to achieve my dreams."
Asked whether he thought it was likely to be his last podium for Honda, Marquez said: "For me, it's the best way to say thanks to all the people.
"I already said, on the race track you can say thanks a lot, give many presents, but the best present is the results on the race track.
"I think they know me and already Santi [Hernandez, crew chief] before the race comes to me and says 'be careful, I know you, don't take too much risk. We are happy with your result anyway if you finish'.
"But they know me and tomorrow I would like to finish the race but I will try to do the best one more time."
Marquez's strong performance came despite his ongoing struggles with the RC213V, with its competitiveness worsening over the last two seasons.
While able to win three races in 2021, Marquez hasn't stood on top of a grand prix podium since October of that year.
Asked how his result on Saturday was possible on that bike, Marquez said he had taken more risks – something he suggested on Friday he would be prepared to do this weekend.
He said: "I mean, it's a combination of a circuit that I like, taking more risks and motivation.
"It's true that in the middle of the championship, it was difficult to keep the motivation, then I crashed many times, but for that reason when I say to you in Qatar the target was to finish the race to build confidence, because when you finish the race, if you crash in Qatar, you arrive here already with less confidence.
"So in Malaysia, Qatar, I build the confidence and then here I attack. When you attack, everything is possible.
"Today I nearly crashed in Turn 1 twice, but super close. In the end, I was able to finish.
"Tomorrow I will try to do the same, of course, everything is possible. I would like to finish the race but the target for tomorrow is to try to be in the top five.
"More than top five is because everything is going a good way."