Monaco, who had won four of their last five matches and reduced the arrears through a late penalty from Wissam Ben Yedder, are fifth on 23 points from 14 games.
At the Stade Velodrome, Monaco enjoyed more possession but Marseille were brutally efficient, scoring with their two attempts on target in the first half.
Thauvin headed home from Benedetto's cross in the fifth minute to give Andre Villas-Boas's side a perfect start.
Thauvin returned the favour eight minutes later, delivering a perfect cross for the Argentine, who volleyed home to double the advantage.
Marseille, however, were then too passive and had a couple of superb Steve Mandanda saves to thank for reaching the interval with a two-goal lead.
Monaco continued to push in the second half and were rewarded 11 minutes from time when Ben Yedder converted a penalty after being fouled in the box by Thauvin.
Ben Yedder has now scored seven goals in Ligue 1, including four penalties.
PSG entertain fourth-placed Lyon, who are two points behind the leaders, on Sunday.