Free-scoring PSG had reeled off five wins in a row in all competitions heading into the first Classique of the season and made light work of seeing off its rival.
The reigning French champion scored all four goals before half-time thanks to clinical doubles from Icardi and Mbappe in the space of 34 devastating minutes at Parc des Princes.
Edinson Cavani was brought on in the second half for his first appearance since August, but PSG - now eight points clears of closest challenger Nantes at the top of the table - could not add to their tally of 17 goals in its last four matches.
Valere Germain failed to make the most of a good chance early on and, less than a minute later, Icardi converted a rebound at the other end after his initial header was parried by Steve Mandanda.
Icardi was denied by Mandanda when played through by an exquisite flick from Mbappe, but the on-loan striker got to Marco Verratti's floated delivery ahead of the Marseille keeper three minutes later to double his tally.
Despite the best efforts from Mandanda, who produced another fine save to thwart Mbappe from a one-on-one, PSG further extended their advantage through the France forward's tap-in after being teed up by Angel Di Maria.
The home side's fourth goal arrived before half-time, Mbappe rounding off a swift counter with a shot from the edge of the box that Mandanda was unable to keep out.
Mbappe spurned his big chance for back-to-back hat-tricks when firing wide 19 minutes from time, while Leandro Paredes had a free-kick saved as Marseille managed to keep down the scoring.