  In this Note we consider a quadratic backward stochastic differential
equation (BSDE) driven by a continuous martingale $M$ and whose generator is a
deterministic function. We prove (in Theorem \ref{theorem:main}) that if $M$ is
a strong homogeneous Markov process and if the BSDE has the form \eqref{BSDE}
then the unique solution $(Y,Z,N)$ of the BSDE is reduced to $(Y,Z)$,
\textit{i.e.} the orthogonal martingale $N$ is equal to zero showing that in a
Markovian setting the "usual" solution $(Y,Z)$ has not to be completed by a
strongly orthogonal even if $M$ does not enjoy the martingale representation
property.
