The French midfielder completed a deadline day switch to Stade Vélodrome in somewhat controversial circumstances, after going on strike from first-team training before he'd even made a first-team appearance for Lille.
After signing Thauvin in the January transfer window, Lille immediately loaned the 20-year-old back to his old club, Bastia, where he continued to impress for the remainder of the 2012/13 campaign.
Gunners boss Arsene Wenger had been credited with an interest in the player, and according to reports came close to luring him to the Emirates Stadium. However, Thauvin snubbed Arsenal's advances in favour of staying in Ligue 1.
"It was not easy to hear certain things but I don't want to go back over that," Thauvin is quoted by L'Equipe, speaking at his first Marseille press conference since completing the transfer.
"I will just say that I have joined the club of my heart, with a sporting project that enticed me, and that it is the best solution for me.
"I understand the Lille fans are disappointed and upset but sometimes things happen within a club that are not made public.
"I know what I did and why I did it, I have my reasons but I don't want to go into it. I am comfortable with what I did and I do not regret it at all."
Thauvin's reputation off the pitch might have taken a bit of a beating, but on it, he is still very highly regarded, particularly after helping France to victory in the U20 World Cup in Turkey earlier this summer.
His impressive performances are what persuaded Marseille to shell out £12.7million for his services, seeing off rival interest from a number of other clubs.
"I want to talk about football and show that I can perform well for my club," he added.
"It's a very big fee, you have to be aware of that but not put too much pressure on or it could affect my game."