Let b ∈ BMO(R n ) and M Ω be the Marcinkiewicz integral operator with kernel Ω(x) |x| n−1 , where Ω is homogeneous of degree zero, integrable and has mean value zero on the unit sphere S n−1 . In this paper, by means of Fourier transform estimates and approximation to the operator M Ω with integral operators having smooth kernels we show that if b ∈ CMO(R n ) and Ω satisfies a certain weak size condition, then the commutator M Ω,b = [b, M Ω ] generated by b and M Ω is a compact operator on L p (R n ) for some 1 < p < ∞.