In 1979, he moved to New York City to attend Juilliard. He intended to pursue a career in classical music. In 1980 he toured Europe as a member of the Art Blakey big band, becoming a member of The Jazz Messengers and remaining with Blakey until 1982. He changed his mind about his career and turned to jazz. He has said that years of playing with Blakey influenced his decision. He recorded for the first time with Blakey and one year later he went on tour with Herbie Hancock. After signing a contract with Columbia, he recorded his first solo album. In 1982 he established a quintet with his brother Branford Marsalis, Kenny Kirkland, Charnett Moffett, and Jeff "Tain" Watts. When Branford and Kenny Kirkland left three years later to record and tour with Sting, Marsalis formed another quartet, this time with Marcus Roberts on piano, Robert Hurst on double bass, and Watts on drums. After a while the band expanded to include Wessell Anderson, Wycliffe Gordon, Eric Reed, Herlin Riley, Reginald Veal, and Todd Williams.