It was announced last week that Entwistle will leave her role as Janice Battersby after 13 years in the soap.
Marsh revealed in her New column that she did not know about the departure until the news broke.
"I hadn't seen Vicky Entwistle, who plays Janice Battersby, on set for a while and was shocked to learn she's quit the show," she wrote.
"I don't know if she's coming back and nor do my spies in the green room!"
The actress, who plays Michelle Connor, also discussed news that her on-screen son Ryan will only be making occasional appearances in the soap after he goes to university.
"My character Michelle's son Ryan is off to university, so Ben Thompson who plays him won't be around as much," she said.
"Although he'll be popping back from time to time, it's killing me as we're very close."
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