A group of fans of the French team first attacked a guard at the San Mames stadium early in the evening, injuring him in the neck with "a sharp object," said a spokesman for the Ertzaintza, the Basque country's regional police force.
He said police did not think the object was a knife.
A little later, another security guard was attacked by Marseille fans and was also hurt, the spokesman said, adding both injuries were not serious.
"The Ertzaintza detained three of the alleged participants in the altercation," he said.
The unrest came as Marseille played against Athletic Bilbao in the return leg of the Europa League last 16.
It also comes just three weeks after a 51-year-old Basque police officer died of a heart attack during fan violence in Bilbao on February 22, sparked by "ultras" of Russian club Spartak Moscow.
Some lit and threw smoke bombs and garbage cans towards Athletic supporters, before police charged them.
Police detained five Spaniards, three Russians and a Polish man over the clashes.