Bielsa's men have scored 23 goals in nine league games, seven of which they have won, to open up a five-point lead at the top.
Veron, 39, said he was proud of the way Bielsa was representing Argentina and leading a team with fewer stars than many of their opponents.
"First of all, it makes me feel happy for him," he said.
"Obviously I know his abilities, his feelings about how football should be played and how he lives for it. And the truth is we Argentines are proud of a manager who can represent us in this way.
"And, well, he has changed the perception of the team, where there are nowhere near as many stars as in other teams [in Ligue 1]."
Bielsa enjoyed success at Newell's Old Boys and Velez Sarsfield before guiding Athletic Bilbao to two losing finals in 2011-12 – the Copa del Rey and UEFA Europa League.
He was also in charge of Argentina as they were runners-up at the 2004 Copa America, while Marseille appointed him on a two-year deal in May this year.
Gabriel Heinze, another former Argentina international, said nothing had surprised him about the hard-working Bielsa's recent success.
"Nothing about Marcelo Bielsa has surprised me because I know him and how he works," he said.
"You can see the results yourself, although this is not the most important thing in judging a coach. I know how hard he works so I am very happy for him.
"I don't know if there is a secret to Bielsa and how he does so well. I know one word to describe him - that's work.
"He works very hard, he displays passion, devotes his life to what he does, but I don't know if there is any secret."
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