The two clubs will meet in the Champions League at the Velodrome on Tuesday night.
“I hope Milan forgive me, but I will be supporting Marseille,” Desailly told La Gazzetta Dello Sport.
“I have been supporting Marseille since I was little, even though Milan are a club that made me become important.
“I wouldn’t mind it as much if Milan were to lose as Marseille need to get back to the levels of times gone by.”
“Milan have lost identity over the last few years and I think a number of foreign players haven’t given what has been expected of them,” added Desailly.
“Furthermore, the club have relied too much on the old school players, when they should have focussed on younger ones.”