Forward Ryan Reaves, who played four seasons for the Golden Knights, also returned for the first time since being traded to the Rangers on July 29.
Reaves was minus-3 in 12:06. He was given a video tribute, along with Gallant, in the first period.
"I'll be honest, it kind of got to me a little bit," Reaves said of the video. "I wasn't expecting that. I was a little flustered for the rest of the game."
Marchessault, who was selected from the Florida Panthers in the 2017 NHL Expansion Draft, played 22 games under Gallant with the Panthers in 2016-17.
"'Turk' has been great for my career, starting with my time in Florida. It was obviously really nice to see him," Marchessault said. "He's always a treat to be around and I was lucky enough to be coached by that guy for a couple of years. It's unbelievable to have a quality guy coach you like that."
Robin Lehner made 18 saves, and Mark Stone scored in their returns to the lineup for Vegas. Lehner missed five games due to a lower-body injury, while Stone missed four with an upper-body injury.
"I felt pretty good. Been working hard to get back," Lehner said. "It was nice to get back and get a win."
Marchessault gave the Golden Knights a 1-0 lead at 18:35 of the first period with a power-play goal.
Chris Kreider tied it 1-1 52 seconds into the second period with a wrist shot from the top of the right circle, and the puck bounced off Lehner's glove.
Stone gave the Golden Knights a 2-1 lead at 8:14 of the second when the puck deflected off his skate. The call was upheld after video review determined Stone did not kick it in.