Scamacca's cool finish sent Atalanta ahead in the 11th minute of the contest, but a stunning effort from Mbemba levelled the scores nine minutes later, with the contest finishing all square.
There was nothing to choose between them over the course of the fixture, and the semi-final is now delicately poised ahead of the return fixture in Italy next week.
Atalanta made the breakthrough in the 11th minute of the contest, and it came from Scamacca, who collected a clever pass from Teun Koopmeiners before drilling the ball into the bottom corner for his 16th goal of the campaign in all competitions.
An even contest in France finishes all square
Marseille were able to level the scores in the 20th minute, though, and it was a brilliant strike from Mbemba, with the defender finding the back of the net from outside the penalty box after a short corner from the home side.
Davide Zappacosta had the game's next serious attempt just past the 30-minute mark, but the Atalanta defender's effort from the edge of the area was always moving wide of the Marseille goal.
Pierre-Emerick Aubameyang then fired a left-footed strike past the far post in the closing stages of the first half, and the two teams were level at the end of what was a very even first period.
Both teams scored with their only attempt on target in the opening 45 minutes of action, but Atalanta just shaded the overall shots five to four.
Chancel Mbemba hits stunner after Gianluca Scamacca opener
Aubameyang, who has 10 goals in the Europa League this season, was the player carrying the fight for Marseille, firing another effort into the body of Atalanta goalkeeper Juan Musso shortly after the restart.
The visitors remained threatening, though, with Ademola Lookman blazing over, and it was the semi-final first leg that many predicted between two well-matched sides.
Marseille did have the ball in the back of the net for a second time in the 65th minute through Ismaila Sarr, but there was an offside in the build-up, with Atalanta given a let-off.
Azzedine Ounahi struck the crossbar for the hosts shortly after his introduction, and there was also time for Aleksei Miranchuk to come close for Atalanta, with the substitute firing narrowly wide in the final moments, as the score finished all square at Stade de Marseille.