A 20-yard strike from Andre Ayew gave the hosts a 1-0 half-time lead and they survived a Dortmund rally to prevail after a composed Loic Remy finish and a second goal for Ayew.
Victory kept OM two points clear of Arsenal in the group, ahead of the double-header against Arsene Wenger's side that starts with a home game on October 19th.
"To have six points after two games is good," Marseille coach Didier Deschamps told Canal+. "In the last two seasons, we had zero points (after two games). But to qualify you need a minimum of 10.
"We've made a good start, but we're not there yet."
Asked about the contrast between his side's form in the league and in Europe, Deschamps joked: "I might have to put the (Champions League) music on in the changing room for league games."
This fixture was a haven for both teams after early-season domestic disappointments, with Marseille 10 points behind the leaders in Ligue 1 and defending champions Dortmund already eight points off the pace in Germany.
Marseille had been stung by an injury-time equaliser in a 1-1 draw at Valenciennes on Saturday but they began with purpose and saw Ayew head over the bar from Lucho Gonzalez's corner in the eighth minute.
The visitors got a sight of goal in the 19th minute but goalkeeper Steve Mandanda rose to the occasion, blocking with his legs after Mario Götze had cut inside Nicolas N'Koulou.
A minute later, Marseille took the lead. A slip from Neven Subotic gave Remy time to pick out Ayew and from just outside the box he found the bottom-right corner with a precise low shot.
The Ghanaian threatened to double his side's lead with a carbon copy effort in the 36th minute, but Dortmund goalkeeper Roman Weidenfeller proved equal to the task.
Dortmund took to pressing their hosts higher up the pitch in the second period and the approach immediately sowed disorder in the Marseille defence.
OM had a narrow escape when Alou Diarra inadvertently flicked Mats Hummels' cross into the path of Goetze, whose volley from five yards out hit the post and rebounded kindly into Mandanda's arms.
Mandanda had to come out to the edge of his box to deny Götze moments later, but having weathered the storm, Deschamps' side doubled their advantage in the 62nd minute.
Hummels may have been at fault, unwittingly heading a high ball straight into Remy's path, but the Frenchman capitalised in imperious fashion, chesting the ball down and slamming it inside Weidenfeller's near post.
Marseille moved out of sight seven minutes later, with Ayew claiming his second from the penalty spot after Remy had been bundled to the ground by Dortmund captain Sebastian Kehl.
"We dominated in many phases of the game, especially at the start of the second half, when we really had them under pressure," said visiting coach Jurgen Klopp.
"The goals we conceded were all very bizarre, but we have to accept that the defeat was ultimately our own fault."
Substitute Lucas Barrios headed against the crossbar for Dortmund with two minutes left, but by that stage the game had already passed the visitors by.
The only source of regret for Marseille was an injury-time red card for substitute Jordan Ayew, who was shown a second yellow card for diving.