Fleury, 33, signed a three-year, $21 million contract extension July 13 that will begin next season and run through 2021-22. Marchessault, 27, is entering the first season of a six-year, $30 million contract he signed Jan. 3.
Marchessault said the Golden Knights will have plenty of motivation.
"As a player, if your goal isn't to continually improve, I wonder what you're doing in this sport," he said. "We can talk about all the things we've accomplished, but that changes absolutely nothing. We need to roll up our sleeves and get back to work. If you're happy just to be in first place on Dec. 1, you're not going to stay there too long.
"Humility and effort are the cornerstones of the Golden Knights' philosophy. We're always focused on the next match. Just like we were last season."
Fleury and Marchessault each said Vegas will also be fueled by the disappointment of its five-game loss to the Washington Capitals in the Final.
"Looking back, it was a good season, but the only thing I take away from it was our Cup Final loss," said Fleury, a three-time Stanley Cup winner with the Pittsburgh Penguins. "We play to win championships and when you come so close, that stays with you. It's disappointing when you miss your opportunity."
Marchessault said, "The loss still hurts, especially because we came so close. This loss has been a rough experience, but it's kept everyone humble. We want more."
The Golden Knights were unable to keep the tight-knit group intact from last season. Free agent forwards James Neal (Calgary Flames) and David Perron (St. Louis Blues) departed after combining for 110 points (41 goals, 69 assists), but Vegas signed free agent center Paul Stastny, who had 53 points (16 goals, 37 assists) last season with the St. Louis Blues and Winnipeg Jets.
"It's a great pickup," Marchessault said. "Paul has a great hockey sense and he's excellent at both ends of the ice. He doesn't give a half-effort, and that's why our team has collectively had so much success: our strong work habits. He'll mesh perfectly with this group."
Fleury lamented that Vegas lost Neal and Perron, calling them two important pieces of the team and good friends. But Marchessault is thrilled to know he and Fleury are under contract with the Golden Knights for a while.
"He's my best friend on the team, a hell of a guy," Marchessault said of Fleury. "Our kids hang out with other, our wives get along great. It'll be nice to see our kids grow up together for the next four years."