The tie was delicately poised following a 1-1 draw in the first leg last week, but Atalanta proved to be too strong for their opponents on home soil, recording a three-goal win on the night to triumph 4-1 on aggregate.
Ademola Lookman made the breakthrough in the 30th minute, before Matteo Ruggeri and El Bilal Toure struck in the second period for the hosts.
Atalanta eliminated tournament favourites Liverpool in the quarter-finals of the competition, and the Italian outfit will now be going in search of their first European trophy in Dublin on May 22, with Bayer Leverkusen, who remain unbeaten this season, their opponents after the Bundesliga side navigated their way past Roma.
The Coppa Italia finalists had 13 shots - four of which were on target - to Marseille's two in the opening half of action, which told the story of the first 45 minutes at Stadio di Bergamo, and they also dominated the second period on home soil.
Atalanta prove to be too strong for Marseille in the second leg
The warning signs were there early for Marseille, with Charles De Ketelaere striking the post in the sixth minute of the contest after strong play from Teun Koopmeiners.
Gianluca Scamacca was next to come close during a bright start from the hosts, with the striker firing across goal after more good work from the lively De Ketelaere.
Scamacca then hit the crossbar for the hosts in the 24th minute, with Marseille riding their luck, but the breakthrough on the night did arrive in the 30th minute.
It was Lookman with the goal; the 26-year-old was given too much space in a wide area, and he advanced towards the edge of the Marseille box before having a low strike deflected into the bottom corner off the foot of Samuel Gigot.
Atalanta bidding to win a European trophy for the first time
Pau Lopez was busy between the Marseille sticks in the spell that followed, and he had to make another big save to prevent De Ketelaere from sending the Italian side two goals ahead on the night.
Iliman Ndiaye had a chance to level the scores early in the second period, but he missed the target, and Atalanta then doubled their lead in the 52nd minute, with Ruggeri finding the back of the net with a wonderful strike after being released by Lookman.
Jordan Veretout hit the crossbar as Marseille looked to answer back just past the hour, but Atalanta never lost control, with the Italian side putting in a mature performance in the second leg.
As expected, Marseille committed more players forward in the latter stages in a bid to turn the tide, but Atalanta comfortably navigated their way into the final of the competition, adding a third in the final exchanges through Toure, who picked out the bottom corner with an excellent finish.
Marseille were beaten finalists in this competition in 1999, 2004 and 2018, and they have fallen at the semi-final stage this time around.