In the 13th minute, the Frenchman played a pass to Brazilian midfielder Gerson, whose half shot found its way into the bottom corner of the PAOK goal.
As the half wore on, the home side looked more likely to add to the scoreline, and their gifted talisman was on hand to do the needful.Marseille played a quick corner across the box, and Payet connected beautifully to send the ball into the top corner of the net.
Even though Payet has scored several great goals, that audacious effort will be one of the very best.
PAOK came into the second half looking recharged, and they came close on a few occasions. Former Benfica man Andrija Živković played a cheeky backheel into the path of Omar El Kaddouri, who fired the ball into the net to make it 2-1.
Alexandros Paschalakis in the PAOK goal, pulled off a remarkable double save to deny the Arsenal duo of Matteo Guendouzi and William Saliba.
When it seemed as though the game was dying down, Gerson went from hero to villain, getting a second yellow card and reducing his team to 10 men. Despite the numerical advantage, PAOK could not level the score.
Marseille will travel to Greece for the second leg on April 14.