The French outfit lost their opening-day clash and, bang, that was it. The 60-year-old was gone.
But the news wasn't just of interest to Marseille supporters. Indeed, West Ham United fans were very intrigued indeed, as the Argentine was linked with the Upton Park hotseat this summer.
According to the Daily Mail, Bielsa was West Ham's first choice ahead of the man they eventually appointed Slaven Bilic. And supporters had plenty to say about his shock resignation on Twitter.
All joking aside, though, Bielsa's resignation sums up exactly why West Ham were always going to better off without him. He is talked about in many circles as a coaching genius but, unfortunately, he is little more than a tactical theorist. As a manager, he is too erratic and his most recent jobs have rarely worked out.
He has walked out on Marseille one game into the season. It could have been the Hammers! Here's how West Ham fans reacted to the news on Twitter...
Wow, Bielsa gone after a defeat on the opening day. He should have been at UP anyway. #WHUFC— WM (@Wesuk1979) August 8, 2015
Bielsa, it could've been so much better if you'd just come to West Ham— Clancy (@Clancywhu) August 8, 2015