They had already beaten Marseille in the Coupe de la Ligue, and won 2-0 in the Coupe de France on Wednesday night.
Coincidentally, PSG had won by exactly the same score against Marseille on Sunday in Ligue 1 to all but knock their rivals out of the title race.
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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.