On loan from Arsenal, Matteo Guendouzi, in the 23rd minute, and former Flamengo player Gerson, after 51 minutes, scored their first goals for Marseille.
Turkish star Cengiz Under, another summer recruit on loan from Roma, added a third in the 68th minute.
Timothee Kolodziejczak had earlier given Saint-Etienne hope with a 32nd-minute equaliser from a corner.
Last weekend, Marseille's game at southern neighbours Nice was abandoned after a pitch invasion involving home fans incensed that Dimitri Payet had a thrown a bottle lobbed at him back into the crowd.
After scuffles involving players, staff and spectators, Marseille refused to continue the game, claiming their safety could not be guaranteed.
Payet was instrumental in Saturday's opening goal at the Stade Velodrome as his telling pass opened up space for Under.
His cross found Konrad de la Fuente whose strike was blocked, but Guendouzi was on hand to follow up and score.
Justin Kluivert scored his first Nice goal and set up another in a 4-0 thrashing of Bordeaux.
The match at the Allianz Riviera was played behind closed doors after last week's horror show with Marseille.
"It was a good birthday present even if the week was very difficult," Nice coach Christophe Galtier told Prime Video after turning 55 on Monday, less than 24 hours after the match with Marseille was abandoned.
"We opened the scoring quickly, even if I wasn't happy with our play straight away afterwards. We've started the season very well."
Galtier was without Kasper Dolberg, who had scored in the Marseille match, after the Denmark forward suffered a knee injury in training.
Kluivert, 22, who is on loan from Roma, scored in the seventh minute, highlighting his quality barely half an hour after Nice announced the signing of Algeria striker Andy Delort from Montpellier.
"I thank the club's owner who worked on the transfer," Galtier said.
"He's happy to be joining us. He's going to be an additional striker who we need in the way we play."
Delort's international team-mate Hicham Boudaoui broke down the right before crossing for Kluivert, who side-footed home.
Kluivert turned provider just after the half-hour mark.
He led a counter-attack, charging towards the Bordeaux box before feeding Amine Gouiri to finish easily.
Following his early heroics, Kluivert's game was over due to a thigh injury as he was replaced by debutant Calvin Stengs, who joined from AZ Alkmaar in July.
Gouiri then took his tally for the season to three goals, converting a penalty four minutes before the break.
In the empty stadium, the second half meandered until substitute Khephren Thuram, a son of former French World Cup-winner Lilian Thuram, scored with his first touch on 85 minutes for his maiden goal of the season.
On Sunday, Messi is expected to make his debut for the PSG in the trip to Reims.
Coach Pochettino said the Argentina attacker, along with Kylian Mbappe and Neymar, will "certainly" be in the squad heading to the Champagne region.