The 21-year-old moved to Sixfields on loan until the end of the season in February and made seven appearances for the club.
Millwall have activated a 24-hour recall clause and Marquis will rejoin the club's fight to stay in the Championship.
"We are sorry to see John go," Cobblers boss Chris Wilder told the club's official website.
"John is a young player and his attitude has been superb.
"He's a competitor and he's a young player learning his trade who wants to do well.
"John wanted to come here and play a part and he's done that and we thank him and Millwall for the last few weeks."