Gunners put in a frustrating performance, and can't break the deadlock despite good chances for Gervinho and Aaron Ramsey, who missed two opportunities in the first half.
The Gunners looked slightly drained in the second half, perhaps a hangover from the intense game they won against Chelsea at the weekend, and in the first half were short of class when finishing as captain Robin van Persie started on the bench.
It was a nervy opening for the home side, which was reproducing the sort of form that saw such a barnstorming encounter with Chelsea on Saturday.
The defense seemed likely to be split open at any moment as the brothers Ayew and Loic Remy caused problems with their pace, creating numerous efforts at goal in the opening 10 minutes.
But Theo Walcott almost put the Gunners into the lead on the turn of the 10th minute, as he found space on the right to shoot across Steve Mandanda, but the goalkeeper got a glove on the effort to steer it wide.
At the other end, Wojciech Szczesny was slightly busier than he would have wanted following Carl Jenkinson's short back-pass, dancing around Remy before clearing much to the relief of the Arsenal support.
Halfway through the first half, Ramsey perhaps should have opened the scoring. The Welshman came hurtling onto a cross from an overlapping Andre Santos at the far post but wasn't quite in control, having to slide to meet the ball and lashing it over the bar.
And two minutes later Remy came extremely close to putting the French side in front, playing a neat one-two with Benoit Cheyrou before firing an effort just wide of Szczesny's far post.
Arsenal was proving slightly wasteful in front of goal, squandering two golden opportunities at the half-hour mark.
Gervinho initially hit a shot that was well saved by Mandanda, but as Walcott found Park Chu-Young in front of goal from the rebound, the Korean striker's touch was lacking.
Following this, the Gunners broke well and Gervinho found Ramsey through on goal, but the midfielder was slightly more ponderous on the ball than in the reverse fixture, allowing the defender to get back and block the shot while Walcott advertised his freedom in vain.
Five minutes before halftime, Mikel Arteta had a chance to open the scoring from a free kick after Ramsey had been brought down by Alou Diarra, who was subsequently booked. The Spaniard's effort was slightly off, however, flying wide of the post.
The teams went in level at the break with both sides squandering chances. Arsenal looked a shade lost without its usual captain van Persie up front, with his stand-in Park slightly rusty on the ball.
The Gunners started the second half at break-neck speed, threatening the Marseille goal on the counterattack, but still with no real end product.
As the half progressed Marseille was the team looking most likely to take the lead, with Mathieu Valbuena increasingly involved before a ball was sent across the face of Szczesny's goal and surely would have got the breakthrough had Cheyrou got a touch on it.
The ineffectual Park was replaced on the hour mark for Van Persie, but the Dutchman didn't really get much time on the ball in his first 10 minutes on the pitch, despite the rest of his team's efforts.
The match reached the 75th minute without too many more moments of note, as both teams seemed to be settling for a draw.
Then van Persie got his chance to shine, racing onto a Tomas Rosicky through-ball before looking up to see Mandanda creeping off his line. But the Dutchman's effort was poor, a chip that was easily caught by the goalkeeper, and probably heading wide as well.
Morgan Amalfitano, the Marseille substitute, was the next to have an effort at goal, but he dragged his shot wide of the far post as the visitors broke well.
Arteta then ran the risk of giving away a foul in a dangerous position as Amalfitano again got away down the right, with the Spaniard tugging at him all the way. Eventually, the Marseille winger got the ball in across goal, but it was well cleared.
The main moment of quality for Arsenal in the second half came in stoppage time as van Persie put in a delicious cross, but the left back Morel flung himself at the ball to clear, and the game was over.