On 8 August 2014, it was announced that Batshuayi had signed with Olympique Marseille. On 29 October 2014 he scored his first goal for the club in a 2–1 defeat at Rennes in the third round of the Coupe de la Ligue.
On 23 August 2015, Batshuayi scored his first goals of the season, a brace, in a 6–0 victory over Troyes.
Batshuayi was eligible to play for the DR Congo national team through his parents, but in March 2015 he ruled out this option, stating that although his Congolese heritage is important to him, he would rather represent Belgium. Batshuayi has a younger brother, Aaron Leya Iseka, 17, who currently plays for the Anderlecht youth team.
Batshuayi made his international debut for Belgium on 28 March 2015 in a UEFA Euro 2016 qualifying match against Cyprus. Replacing Christian Benteke in the 77th minute, he scored from outside the penalty area three minutes later to seal a 5–0 victory at home.