For Lp spaces on Td, Rd and Sd−1 sharp versions of the classical Marchaud inequality are known. These results are extended here to Orlicz spaces (on Td, Rd and Sd−1) for which M(u1/q) is convex for some q, 1 < q ≤ 2, where M(u) is the Orlicz function. Sharp converse inequalities for such spaces are deduced.