Beye signed for Marseille in the summer of 2003 for a reported €2.5million, by then manager Alain Perrin. In his opening season with the club, he took part in both UEFA Champions League and UEFA Cup football. He was a key player for the Marseille side that reached the 2004 UEFA Cup Final, a run which involved him putting in a star performance as a central defender against (his now former team) Newcastle United, where he was particularly effective against Newcastle's talisman striker Alan Shearer. He ended up on the losing side as Marseille lost the final to Valencia 2–0. He was also a beaten finalist in the 2006 French Cup against former club Paris Saint-Germain, a match which his team lost 2–1, and again in 2007 when his Marseille team lost on penalties to FC Sochaux. His time with Marseille was a successful one where he established himself as one of the most accomplished defenders in France's top tier and was voted the fans’ Player of the Year in 2006. He was captain of the club for two years prior to his move to Newcastle United.