PSG went down 2-1 at Stade Velodrome, with Ruslan Malinovskiy's second-half stunner sealing a memorable, deserved triumph for the hosts.
It was Marseille's first home win in a Classique since November 2011, while it is now arguably favourite to go on and win the competition they last won in 1989.
Marseille went ahead through Alexis Sanchez's first-half penalty, though Sergio Ramos restored parity before the interval. The defender thought he had equalised again in second-half stoppage time, but the offside flag prevented the tie from going to penalties.
Captain Marquinhos saw no excuses for PSG's display.
"We missed things, it's time to shut our mouths," he said. "We know we have to improve a lot if we want to do good things this season. A title that is going away, it hurts. We're disgusted."
Speaking to France 3, he added: "We knew they would do a lot of pressing. We didn't manage to pass their lines any faster. We made a few mistakes that cost us dearly.
"We know what we need to improve. It's a defeat that hurts because it's a cup match against our great rival. We wanted to return to Paris with victory and qualification.
"We have to do better, continue to work and go forward."
While Christophe Galtier acknowledged his side was struggling to deal with the defeat, he resisted the urge to rush to conclusions in the immediate aftermath.
"It's a big disappointment. The Coupe de France was one of our goals," he said. "We were beaten by a great Marseille team. It was difficult. Once behind, we created very few favourable situations.
"In the preparation for this match, there was the ambition to qualify.
"We must learn lessons from this match. We didn't have enough chances in the second half, we have to be more dangerous.
"The players are disappointed, overwhelmed. It's not the time to talk angrily, we have to keep working, focus on ourselves."
While PSG's focus will be on bouncing back in Ligue 1 before turning their attention to a Champions League meeting with Bayern, Marseille can look forward to a quarter-final.
"We had everything today, the fans were exceptional, it was an exceptional match," Marseille midfielder Matteo Guendouzi said to beIN SPORTS.
"It's a Classique that we wanted to win, we deserve this victory. At the start of season it was a bit complicated, we changed our philosophy so it took time to adapt.
"Now everyone understands. Against PSG or any team, we are not afraid to press high. We are physically ready."
Marseille had 15 shots and finished with an expected goals (xG) of 1.9 to PSG's 0.8.
Of those 15 attempts, 12 came in the first half – the last time PSG allowed as many shots at their goal in the opening 45 minutes of a match was in a Champions League clash with Bayern in 2021.
Asked if Kylian Mbappe's absence through injury gave Marseille the confidence to press further up the pitch, Guendouzi replied: "No, as we have seen, in the first game [against PSG, a 1-0 Ligue 1 defeat in October] we went very high.
"We have confidence in ourselves, confidence in our defenders. There are still a lot of matches before going on to win this Coupe de France. It's a team that will go with heart."