If you are accessing CRM via Internet Explorer, there should be a giant button in the top ribbon saying 'Export Marketing List members'.
Also check if you can see the Export to Excel button if you are in a normal Contact list view, if not maybe the Export to Excel funcionality is not granted to your CRM Secrity Role and you need to ask your CRM administrator to do this for you.
You can also try this:
Go to marketing lists.
Sales->Marketing Lists
Open the corresponding Marketing List Record
On to the left Under Related /Common/ Marketing List members.
Select the necessary records and in the ribbon you can see export to excel.Click on it.
A new window pops up with 3 options.Select the corresponding option (first option by default) and then click export.