The Rojiblancos were favourites to lift their second Europa League title under the Argentine tactician and star man Antoine Griezmann's 21st-minute strike ensured they went into the interval with their lead intact.
Football is attractive, but it can be cruel too, none so much as during an European Cup final.
Valere Germain's frustrating miss from six yards after Dimitri Payet had played him through on goal was Marseille's only clear-cut chance in the first half.
That paved the way for Griezmann to take centre stage, Marseille failing to truly threaten again until the latter stages when substitute Konstantinos Mitroglou hit the post with a header.
And it was left to the captain Gabi to crown the result when he fired in a third minutes before the end, which allowed Fernando Torres to come on as he won his first ever trophy with Atletico. "Firstly, we had the best chance to go ahead, and secondly an error from us meant we fell behind", said Garcia. "Atletico are a great team and we have no reason to be ashamed of this loss".
"It's hard to explain how happy I feel after so much time, it was a dream I've always had since I was a child", Torres told reporters.
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The France worldwide, who was linked with a move to Manchester United last summer before opting to extend his contract with Atletico, said that his standing in world football was down to the coaching of Diego Simeone.
Ex-Tottenham attacker Clinton N'Jie then managed to produce the worst finish imaginable to one of Marseille's scant openings, with his terrible outside-of-the-boot effort from inside the box going out for a throw.
Marseille had been desperate to win the second European trophy in their history, on French soil, 25 years after beating AC Milan in the inaugural Champions League final. We lost two Champions League finals (in the recent past).
"They were very attacking, worked well, but we were also doing our thing", he said.
"We've reinvented ourselves in this competition, and against Arsenal (in the semi-finals) we showed what we're all about".
"It's true that Simeone has taught me a lot, made me a better player, made me be in the top three in the world and with him I have improved every game, every year".