Andre Ayew gave the home team the lead in the 20th minute, but it was Dortmund and Mario Gotze in particular who led the show inside the Stade Velodrome.
Loic Remy added a second against the run of play in the 62nd minute before a penalty from Ayew wrapped up the win for Didier Deschamps' men.
Like last season when Dortmund dominated but lost at Paris St Germain in the Europa League, the only disappointment about this latest trip to France for them was the result, but in the Champions League, that is what really counts as Jurgen Klopp's side lose ground on Marseille and Arsenal in Group F.
All Marseille lost, on the other hand, was Jordan Ayew to a red card deep in stoppage time.
The German champions may have lost their last two Bundesliga matches, but they appeared confident of picking up their first Champions League win as the lively Gotze led their charge.
The Germany international had two good chances to put them ahead in the 19th minute, but Steve Mandanda denied him with his legs both times.
At the other end, Marseille went ahead a minute later through Ayew, who beat Roman Weidenfeller with a low, left-footed shot into the bottom right-hand corner from just outside the area.
Dortmund continued to press with Gotze in inspirational form.
However, for all his excellent work with the ball and getting into position to score, his finishing let him and Dortmund down.
In the 50th minute, Kevin Grosskreutz's cross was headed on by a Marseille defender to the feet of Gotze, just a few yards out, but he did not accept the gift and instead struck the post with the whole of the goal to aim at.
Less than a minute later and Gotze missed another golden opportunity, this time being denied by Mandanda in a one-on-one.
Dortmund appeared to be getting closer to an equaliser, but it was Marseille who doubled their advantage during the visitors' best spell of pressure.
Dortmund defender Mats Hummels committed a mistake in defence, heading a lofted ball hopelessly into the air, and Remy raced in to shoot powerfully inside Roman Weidenfeller's near post.
The German side`s hopes of getting back into the game were ruined when Sebastian Kehl was adjudged to have fouled Remy from behind inside the penalty area.
Ayew stepped up to send Weidenfeller the wrong way from the spot and, with his second goal of the night, finish off Dortmund.
When Lucas Barrios' header rebounded off the crossbar in the 88th minute, it was clear that the Westphalians were simply not going to score.
That considered, the full-time whistle therefore probably came as much as a relief to them as it would have done to Marseille, who will treasure three points which may have looked quite comfortable, but in reality were anything but.
The only disappointment for them was losing Ayew to a second yellow card in stoppage time.