The French outfit sit bottom of Group F without a point, while Wednesday night's opponents Napoli, along with Arsenal and Borussia Dortmund, all have six points at the midway stage.
"We're playing for pride, to put our club in a favourable light," Baup said in his press conference. "Today we have zero points in the group, but we hope to get at least a point.
"This match is important. Some people say it is not worth fighting in this competition because we are on zero points but we are not giving up on the Champions League.
"When you fight all season long to participate in such a fantastic competition, you don't give up on it."
The match in Naples will be Marseille's 100th European Cup game.