Les Verts found themselves two goals behind after 26 minutes at the Stade Velodrome on Tuesday before going on to lose 2-1 to Les Phoceens.
"The two teams put on a good match, even if we weren't really into things in the first 20 minutes," Galtier told reporters.
"Marseille set us a physical challenge and we weren't up to it. We quickly fell two goals behind. I have regrets, but there's not a lot I can criticise my players for.
"We suffered for the first 15-20 minutes, which were fatal, but after that, we picked ourselves up."
Saint-Etienne host Bastia in Ligue 1 on Saturday.