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Rudy Mater got in a strike for Valenciennes after 16 minutes, but his effort was well-blocked by the defence.
Andre Gignac then broke free for the home side three minutes later, but his finish was wide of the mark.
Marseille continued to pressurise the away side and had a series of chances, but Andre Ayew and Gignac could not find the finish needed to give them the lead.
Maor Melikson had a chance for Valenciennes just before half time, but he was closed down well.
Lucas Mendes had the first chance of the second half on 49 minutes, but he was way off target with his effort.
Ayew had two chances to give Marseille the lead within two minutes, but he hit both shots wide of the post after being pressured by his marker.
Loris Nery began to cause problems for the Marseille defence as the game entered the late stages, but his chances were shut out well.
Gignac had a late effort on 87 minutes, but the defence cut out the chance as he got in on goal.
Marseille then grabbed a late winner deep into injury time when Rod Fanni headed in Jeremy Morel's cross.