A goal completely against the run of play a quarter of the way through from Antoine Griezmann gave the 2010 and 2012 winners something to hold on to, and the Frenchman doubled his tally early in the second period.
Using the familiar surroundings to their advantage, having travelled just a few hours up the A7, Marseille started by far the more dominant side.
Atletico were barely being given a chance to breathe, and they almost fell behind when Adil Rami turned and got a shot away that crept wide of the target.
Payet was the next to have a go, forcing Oblak into a routine stop 19 minutes in, shortly before Atletico opened the scoring from their first attacking move.
After playing the ball out from the back, Andre-Frank Zambo Anguissa got caught in possession and, a Gabi through-ball later, Griezmann was in on goal and tucked the ball past returning goalkeeper Steve Mandanda.
Marseille, dealt a further blow when their main attacking threat in Payet limped off the field 32 minutes in, were unable to find their rhythm in the remainder of a first half that petered out.
On each of the last 15 occasions that Los Rojiblancos have led in this competition they have gone on to win the match, and they were as good as over the line with four minutes of the second half played.
Diego Godin nodded into the side-netting as Atletico looked to kill off the game completely, seeking a first win on French soil against French opposition since 1961.
Using all of their big-game experience, which has now seen them compete in six UEFA finals in the last nine years, Diego Simeone's men strangled all the life out of their opponents.
Marseille did manage to grab some momentum late on, with Mitroglou's glancing header coming back off the post and Amavi giving Oblak something to think about down the middle, but Gabi picked his spot a minute from time to round things off.
MARSEILLE (4-2-3-1): Mandanda; Sarr, Rami, Luiz Gustavo, Amavi; Anguissa, Sanson; Thauvin, Payet (Lopez 32'), Ocampos (Njie 55'); Germain (Mitroglu 74')
ATLETICO MADRID (4-4-2): Oblak; Lucas, Godin, Gimenez, Vrsaljko (Juanfran 46'); Gabi, Saul, Koke, Correa (Thomas 88'); Costa, Griezmann (Torres 90')