Pochettino, the former Espanyol, Southampton and Tottenham Hotspur boss - was anointed PSG coach on 2 January after the departure of Thomas Tuchel.
The former PSG defender’s first game in charge was a 2-2 draw at Saint-Etienne on 6 January.
But his side cruised to a 3-0 win over Brest three days later and at the Stade Bollaert-Delelis in Lens on Wednesday night, they proved too strong for Marseille who qualified for the showdown as 2020 Ligue 1 runners-up to Tuchel's side who also won the Coupe de France and Coupe de la Ligue.
Special
“I hope to win more titles but the first one will always be special,” said Pochettino.
“The group has shown a lot of maturity, it has learned from its mistakes. It's a huge emotion to win with this staff, it's difficult to describe in words, especially as it's a club that has made me a better person, a better player.”
Mauro Icardi put PSG ahead six minutes before the break from close range after his header was parried back into his path by Marseille goalkeeper Steve Mandanda.
When the sides played in September in Ligue 1 at the Parc des Princes, Marseille edged the game 1-0 after five players were sent off including PSG striker Neymar who accused Marseille defender Alvaro Gonzalez of racism.
In the prelude to Wednesday’s match, Marseille boss André Villas-Boas suggested his side’s resilience in the ill-tempered victory should serve as an inspiration for his players.
But it was PSG who appeared more motivated. And Neymar proved to be Marseille’s nemesis.
The 28-year-old Brazil international returned from injury as a second-half substitute for Angel Di Maria and he converted a 85th minute penalty to double the lead.
Even though Dimitri Payet pulled one back for Marseille four minutes later, PSG held on to notch up a record-extending 10th victory in the competition which normally pits the league champions against the winners of the Coupe de France.
Praise for Tuchel
“We had a good match,” added Pochettino. “I also have a thought for Thomas Tuchel and his staff, who enabled us to play this match.
"We are making progress in all the areas where we want to implement our ideas. We have a group of very intelligent players, with a great capacity for adaptation.”
PSG return to Ligue 1 action on Saturday night at seventh-placed Angers.
Victory will take them two points ahead of pacesetters Lyon who will regain the lead if they beat mid-table Metz on Sunday night at the Groupama Stadium.
