Vejle Marxen was born in
Middelfart. He began his career in the youth academy of the local club
Middelfart G&BK where he played alongside the likes of
Christian Eriksen and
Rasmus Falk. On 10 June 2009, he signed a contract until 2011 which promoted him to the first team.
Randers On 9 March 2015, it was announced that Marxen would join
Randers FC on a three-year deal starting from 1 July 2015. He made his debut on 2 July 2015 in a 1–0 away win over Andorran club
UE Sant Julià in the
UEFA Europa League, coming on as a substitute for goalscorer
Jonas Borring in the 82nd minute. He made his domestic league debut for the club on 9 August in a 3–3 home draw against
Brøndby. Marxen scored his first goal for the club on 23 November in a 3–2 defeat away against
AaB. The goal was a special one, as Marxen
scored directly from a corner kick, swerving over AaB-goalkeeper
Nicolai Larsen. On 23 June 2018, Marxen extended his contract with Randers until December 2020. Marxen was appointed the new
team captain of Randers on 30 January 2019, taking over the role from
Nicolai Poulsen who would leave the club as a free agent for rivals AGF. The following season, he won his first trophy as Randers clinched the
Danish Cup victory in a
4–0 beatdown of
SønderjyskE in the final, with Marxen scoring the opening goal in the second minute.
Nordsjælland On 22 December 2021, Marxen signed a four‑year contract with
Nordsjælland, effective from the opening of the January 2022 transfer window. He made his competitive debut on 20 February 2022, starting at centre‑back in a 2–0 Superliga defeat to
Brøndby. Used chiefly as cover during the following two seasons, Marxen did not start a league match between April 2023 and February 2025. He returned to the starting line-up on 25 February 2025, contributing to a 3–2 home win over
Sønderjyske. Head coach
Jens Fønsskov Olsen praised the defender's professionalism, stating that Marxen "sets the standard every day on the training pitch and passes on his experience to the younger players." On 14 October 2025, Nordsjælland announced that Marxen had retired from professional football due to injury. ==Career statistics==