Arsene Wenger's men head to the Stade Velodrome for their first encounter in Group F on Wednesday and know they will need to start well, with difficult games against Napoli and Borussia Dortmund to come.
Arsenal have qualified from the group stage in each of the last 13 seasons, reaching the final in 2005-06 and the semi-finals in 2008-09.
Defender Laurent Koscielny is aware of the importance of beginning with a win, and feels that their past experience in the competition could prove vital as they attempt to negotiate their way into the knock-out stages.
"The most important thing in the Champions League is to start well," Koscielny told Arsenal Player.
"We are experienced in the Champions League and are all looking forward to this challenge again.
"We know this will be a big challenge for us, but we did well against Marseille and Dortmund the last time we played, and we are confident of doing it again."
New Arsenal signing Mesut Ozil will make his Champions League debut for the club and after impressing on debut on Saturday, it would not surprise to see him star again.
But they will head into the game with a host of injuries, with Alex Oxlade-Chamberlain (knee), Santi Cazorla (ankle), and Mikel Arteta (thigh) all set to miss out.
Lukas Podolski (hamstring) and Abou Diaby (knee) are long-term absentees, while Yaya Sanogo (back) and Thomas Rosicky (hamstring) are both expected to be unavailable.
And there is also doubt over the participation of in-form French forward Olivier Giroud, who was substituted in Arsenal's 3-1 win at Sunderland on Saturday with a knee injury.
Giroud has scored in all four Premier League matches he has played in this season.
Marseille, by contrast, have a near fully fit squad to choose from - centre-back Souleymane Diawara is their only anticipated absentee - and they should approach the game with some confidence having lost just two home games in 2013.
They will have the support of the vociferous crowd at the Velodrome, but their performance in Europe last campaign was far from impressive, with Elie Baup's men exiting the UEFA Europa League in the group stages.
Arsenal secured a 1-0 win in their last visit to Marseille in 2011 as Aaron Ramsey scored an injury time winner.
Marseille reached the last eight of the competition in that campaign, despite their group stage defeat, while they won the tournament in the 1992-93 season.
They have made a strong start to their Ligue 1 campaign, losing just one of their first five games, and with attackers Dimitri Payet and Andre-Pierre Gignac having scored six goals between them so far, they have enough quality to trouble a fragile Arsenal defence.
Wenger's men will enter the match with confidence though, as they top the Premier League table, meaning a fascinating encounter is expected in France.
