Marsiglia, who stepped up from his role as number two on Tuesday when coach Eric Roy was made general manager, could do little to stop the 18th-placed team losing at home after David Ospina, Eric Mouloungui and Renato Civelli were dismissed.
Goalkeeper Ospina saw red when he brought down Pierre-Emerick Aubameyang after Civelli's poor pass. Florent Sinama Pongolle then converted the resulting 24th-minute penalty.
Mouloungui was given his marching orders on the half-hour for a dangerous challenge and Kurt Zouma put eighth-placed Saint-Etienne 2-0 up nine minutes later.
Civelli's nightmare was compounded with a late red card for another bad tackle.
"It's been a horrible, bleak game. This may be one of the worst matches of my life," the Argentine defender told reporters.
Marseille, known as Marsiglia in Italian, had no better luck with Souleymane Diawara's headed own goal on 62 minutes sending Montpellier onto 30 points.
Visitors Marseille, 10th after 14 games, had previously won three league matches in a row to recover from a poor start to the season.
Elsewhere, Evian beat Lorient 2-1 and Dijon prolonged faltering Girondins Bordeaux's misery with a 2-0 home victory. The third promoted side were less successful, bottom club Ajaccio drawing 2-2 with Caen in Corsica.
Champions Lille drew 0-0 at Toulouse on Friday when Olympique Lyon succumbed for the third straight time in a 2-1 defeat by Stade Rennes, their first home league defeat in more than a year.
