Baup's side have made a strong start to their Ligue 1 campaign, sitting just a point behind PSG and Monaco at the top of the table with five wins from eight games.
Ahead of the game between second and third, Baup has challenged his side to rise to the occasion of facing PSG, insisting that L'OM are capable of competing against the French champions.
He told reporters at a pre-match press conference: "This is like a final, it's very special.
"This is a great game for the whole club, our fans, our players. We need to put all our heart into this game.
"During a complete season, we know that Paris is the favourite for the league and it will be difficult for a team to contest that, but in a home game, anything is possible."
Marseille are looking to respond after suffering their second Champions League defeat in midweek, a 3-0 loss to Borussia Dortmund.