"Whatever record they want to break, they have a chance," Lions Coach Steve Mariucci said.
Marino, now a CBS analyst, was asked at halftime how teams should deal with Manning.
Colts quarterback Peyton Manning sets an NFL record by throwing at least four touchdown passes in a fifth straight game as he totals six on Thanksgiving to thrash the Lions, 41-9.
"Blitz him!" Marino said.
The Lions tried that at times, but they were no match for Manning's quick release and sound decision-making.
All the offense is helping the Colts overcome their less-than-stellar defense. Indianapolis has won four straight games, scoring at least 40 points in each of the past three.
Detroit and its quarterback are headed in the opposite direction.
A month ago, the Lions were being praised for their turnaround after winning an NFL-low 10 games the last three years. They have reverted to their old ways.
Joey Harrington was 14 of 23 for 156 yards before he was benched in favor of McMahon late in the third quarter.
No such problems for the Colts. Harrison caught 12 passes for 127 yards, and Stokley had five receptions for 57 yards. Edgerrin James had 23 carries for 105 yards.
Stokley caught his three touchdowns in the first half, and Harrison had one of his to help the Colts take a 27-9 lead at the break.
Lions returner Eddie Drummond, who has scored on four punt and kickoff returns this season, left at the start of the second half with a shoulder injury that could end his season. Things got so bad for the Lions that Drummond's replacement, Reggie Swinton, fumbled on a punt return and the football was recovered by Colts punter Hunter Smith.
Detroit's subdued fans came to life when Harrington was replaced by McMahon late in the third quarter. But McMahon couldn't help the offense much, going 11 of 15 for 105 yards and the game-ending interception.
Mariucci said despite the change, Harrington has not lost his job.
"I thought Joey did okay, but the score got away from us, so I saw an opportunity to get Mike some much-deserved playing time," Mariucci said.
Kevin Jones ran for 99 yards on 12 carries for the Lions, who fell to 33-30-2 in their traditional Thanksgiving day home games.