Midfielder Benoit Cheyrou admitted Marseille had caused their own downfall after their UEFA Champions League qualification hopes were ended.
The Ligue 1 outfit slumped to their fourth Group F defeat in as many matches on Wednesday, as Gonzalo Higuain scored twice in Napoli's 3-2 win at Stadio San Paolo.
Marseille took the lead in the 10th minute through Andre Ayew, and although Gokhan Inler and Higuain struck for Napoli, Elie Baup's side levelled proceedings midway through the second half.
But Florian Thauvin's effort was in vain as Higuain netted the winner with 15 minutes left to play.
Marseille competed well during the match but ultimately were not good enough, as their winless run stretched to seven matches in all competitions.
And Cheyrou admitted that they had made life difficult for themselves.
"It's a huge disappointment and mixed feelings," he said.
"We almost shared the spoils with this team but finally it always ends up the same way.
"When you must score three or four times to win, it's tough."