Marius Wolf started playing football as a three-year-old for VfB Einberg in his home town of Rödental. From 2004 to 2006, he played for the support association to promote football among young people in the Rödental and Coburg area. From summer 2006, Wolf trained at the German-Czech football school, a project in which German and Czech children and young people play football together and learn each other's languages and cultures. In January 2008, he joined the youth academy of 1. FC Nuremberg, where he stayed from the U13s to the U17s and attended the youth boarding school of the "Clubberer" from 2010.
In 2012, he moved to the U19s at TSV 1860 Munich. Early on, Marius Wolf was allowed to get a taste of the first team, without ever really getting going.
This was also the case with Hannover 96 and after his Bundesliga debut on 27 February 2016. In September that year, 96 coach Daniel Stendel put him in the second team and thus in the regional league North. That shaped him and taught him how to deal with setbacks.
Wolf did not let his head drop and did not first blame others for his demotion. "The reason things didn't go so well in Hanover," he told the Borussia members' magazine in September 2018, "was primarily down to me." Wolf, who by nature is actually a hard worker, had perhaps not done enough to make himself indispensable in Hanover. So, built up by his parents and his "best mate", a friend from his youth, he began to work hard, undaunted in the basement of professional football and said to himself, "I will still get my chance, no matter where. That was the main reason I kept going."
Wolf then started out from the fourth tier. He first went to Frankfurt on and went to Berlin with Eintracht for the cup final in 2017 and 2018. The 1-2 loss to BVB was followed by a 3-1 win against Bayern – the peak of his career so far. In 2017/18, he made 34 appearances for Eintracht, in which he scored six goals, set up another eleven and made himself indispensable with his directness and power – be it at full-back, in midfield midfielder or as a winger. "You can't stop him," said Eintracht sporting director Fredi Bobic about him. His former coach Niko Kovac attested: "Marius always gives everything – in training as well as in the game. He's also doesn't mind playing in positions that may not necessarily be his favourite position.
In the summer of 2018, the versatile Wolf moved to Borussia Dortmund and made 22 appearances across various competitions in his first season in the black and yellow. He was used more than twice as often in the second half of the season (eleven times in the league) as before the winter break (five games), when he had always been used upfront. His starts in the second half of the season came at right-back. On 3 September 2019, he moved to the capital and Hertha BSC on loan. Here, he hoped to get more games. He played in 21 out of 31 possible league games for the team from Berlin, scoring the winning goal in 2-1 victory against Paderborn and contributed three assists during the course of the season.