"My brother got the shock of his life when he heard," Marcus told Swedish newspaper Sportbladet.
The 23-year-old twins, who last played club football together at under-16 level at Hogaborgs BK, were recently reunited when they represented Sweden in a 2-0 friendly win over Bahrain on Jan. 18.
"I was there [in Blackburn] for a training session and we just laughed about being on the same pitch again," Marcus told Sportbladet.
Martin, who signed for Blackburn when he was 17, is already an established player in both the Premier League and Swedish national side.
Marcus joins Blackburn from Halmstads BK in Sweden, where he scored 12 goals in 100 games.
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