Last season's beaten finalists cantered to a 3-0 win, with Robert Lewandowski hitting two goals either side of a Marco Reus free-kick, although Marseille had plenty of chances of their own and could perhaps count themselves unlucky come the final whistle.
Marseille's defeat comes on the back of a damaging home loss to Arsenal on matchday one and leaves Baup's men bottom of Group F, but the coach does not believe all is lost just yet, with their first game with Napoli to come at Stade Velodrome on October 22.
"In terms of how we played, we didn't look ridiculous," Baup said. "The scoreline is harsh.
"We still have a chance of going through, but we have to go through the learning process quickly. I think it's going to be useful for us in Ligue 1 and in the Champions League.
"It's clear that the two games against Napoli will be decisive for the future."
Baup had every reason to rue the end result as Dortmund's first goal came on the counter-attack, OM goalkeeper Steve Mandanda made a glaring error to allow in Reus' free-kick, while Lewandowski's second came from the penalty spot.
"It's a difficult result to take," said Marseille forward Andre Ayew.
"We had a good first half, but they scored on the counter-attack. It's not like us to concede a goal like that away from home but it's part of the leaning process and it's good for us to experience games like this and learn from them.
"I don't think Dortmund were too strong for us. In the first half we had more possession but they scored on the break. We all went forward and they played the ball out really well and finished it off, but the second goal was a free-kick which the goalkeeper didn't see coming and the third one was a penalty.
"When you look at the game as a whole, it wasn't like they outplayed us. Of course they're better than us - last year they were in the final of this competition, but we showed that we have the level to play in this competition and with a little more experience we could have got a better result."