The hosts were ahead 15 minutes in when Thauvin got on the end of a teasing Dimitri Payet delivery, although the final touch appeared to come off his hand.
Njie doubled his side's tally in the second half following a strong spell of possession for Salzburg, who have 90 minutes to redeem themselves on home soil next week.
Relive how the 90 minutes of action unfolded with our extensive updates below.
STARTING XI: Pele; Amavi, Gustavo, Rami, Sarr; Sanson, Lopez; Ocampos, Payet, Thauvin; Mitroglou
SUBS: Bedimo, Escales, Germain, Njie, Rolando, Sertic, Anguissa
STARTING XI: Walke; Ulmer, Caleta-Car, Ramalho, Lainer; Berisha, Samassekou, Wolf, Haidara; Dabbur, Hwang
SUBS: Stankovic, Onguene, Pongracic, Yabo, Minamino, Schlager, Gulbrandsen
MARSEILLE SUBS: Bedimo, Escales, Germain, Njie, Rolando, Sertic, Anguissa
RED BULL SALZBURG SUBS: Stankovic, Onguene, Pongracic, Yabo, Minamino, Schlager, Gulbrandsen