The Chelsea striker was on the losing side as Brandao's late goal took the French side through into the last 16 - with group winners Chelsea.
Drogba was given a warm reception when he took to the pitch and as he was substituted, and the Ivory Coast international said afterwards: "It was quite emotional to be out there.
Emotional return: Drogba received a warm reception from fans of his former club Marseille
'There was a fantastic atmosphere. It was difficult for me to play but I'm disappointed with the defeat. It's frustrating.'
Drogba revealed his upset at the 15th-minute incident which saw Chelsea appear to be given a penalty by Russian referee Vladislav Bezborodov.
Souleymane Diawara brought down Florent Malouda and the official pointed to the spot but, under pressure from Marseille players, appeared to consult his linesman and change his mind.
Drogba - Blues' penalty taker in the absence of Frank Lampard - added: 'I'm wearing the Chelsea shirt now, not the Marseille one, so I wanted to score.
'He gave a penalty then said Florent dived - but if that's the case you have to give him (Malouda) a yellow card.
Air time: Russian referee Vladislav Bezborodov pointed to the spot before reversing his decision to a corner after Florent Malouda was brought down in the area by Souleymane Diawara
'It changed the game - 1-0 for us would have made it a different game.'
Captain John Terry admitted his team need to rediscover the form which preceded their current poor run - but refuted claims of a training ground 'crisis' meeting.
Terry said: 'There wasn't a meeting at the training ground on Monday.
'There is no point us panicking. We realise we are not playing as well as we can, the players realise there is a lot more to give and to come.'
Down time: Brazilian striker Brandao put Chelsea to the sword bu captain Terry insists the club can reverse their poor form of late
Carlo Ancelotti's men have won just two of their last eight games in all competitions and their next fixtures are against Tottenham, on Sunday, Manchester United and Arsenal.
'Sunday is a massive derby for us and for the fans. We're hoping to kick-start an important time for us.'
Marseille 1 Chelsea 0: Brandao strikes as problems pile up for AncelottiMarseille 1 Chelsea 0: How the Champions League action unfoldedMy heart is at Marseille, says Drogba ahead of Champions League return CHELSEA FC