Newcastle applied most of the pressure but were spared a damaging defeat when a stunning volley by the French team's striker Didier Drogba hit the inside of the post and bounced out.
The hosts, missing key players in Wales striker Craig Bellamy and England midfielders Kieron Dyer and Jermaine Jenas through injury, had their best chance when a shot from captain Alan Shearer was parried and Gary Speed fired the rebound wide.
Marseille, who knocked out Inter Milan and Liverpool in previous rounds, will look to make the most of home advantage in the second leg at the Stade Velodrome in two weeks.
Both sides are bidding for a place in the final on May 19 in Gothenburg against Villarreal or Valencia, who also drew 0-0 in the first leg of the Spanish derby on Thursday.
"There were chances at both ends, particularly in the first half, and it was a very, very even game as we thought it would be," Shearer, the former England striker, told ITV Sport.
"But our first and main priority tonight was not to concede. We've done that, so this tie is very very much alive.
"We always fancy our chances to score goals and I'm sure we can do that away from home."
Marseille did ride their luck at times, notably when Shola Ameobi wasted two early chances to put the premier league side ahead.
Ameobi was presented with his first opportunity when Laurent Robert curled a free kick into the penalty area but the tall striker misjudged the flight of the ball and missed an easy chance.
Two minutes later, he was set free by Shearer's flick following Shay Given's long clearance but blasted the ball straight at goalkeeper Fabien Barthez who saved with his knee.
Drogba outwitted Newcastle defender Andy O'Brien midway through the first half after Hugo Viana had lost possession in midfield but his low shot was saved by Given.
Shearer had a chance to put his side ahead after another Robert free kick and midway through the second half Speed was only inches off target after Barthez pushed out Shearer's long-range strike following a free kick.
Drogba came closest to scoring midway through the second half when Laurent Batlles picked out the Ivory Coast striker with a cross after dispossessing Robert, only for the forward's volley to rebound off the woodwork.
Substitute Michael Bridges had a late chance to give Newcastle a valuable advantage for the May 6 second leg at the Stade Velodrome but his cross shot drifted just wide of Barthez's far post.
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