A thrilling game saw Marseille go in front through Andre Ayew, before Emmanuel Herrera drew the visitors level.
John Utaka then put La Pallaide ahead, before Jordan Ayew equalised, and then Gignac scored late on to take the south coast club above arch rivals Paris St Germain.
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The reputation of the Premier League means it is the most popular and one of the most watched leagues in the world.
Five English clubs will compete in the last sixteen of the Champions League for the first time ever as Liverpool, Manchester United, Manchester City, Chelsea and Tottenham face some difficult away matches.