Marseille knocked Spartak Moscow out of the competition in the previous round, winning 3-0 at home before losing 2-0 in the Russian capital to go through 3-2 on aggregate.
Zenit looked as if they would share the Moscow club's fate after Djibril Cisse had struck twice either side of a Mamadou Niang goal to give Marseille a commanding 3-0 lead with eight minutes remaining.
However, Arshavin gave Zenit a flicker of hope with a well-taken goal in the 82nd minute, sprinting down the left of the pitch to lift the ball over the keeper in his trademark style.
A 2-0 victory in St. Petersburg on March 12 will now be enough to earn Zenit a place in the last eight of the tournament.
"We didn't defend attentively enough," said Zenit's Ukrainian international Anatoliy Tymoschuk. "But we were able to get a goal, a very important goal," he said, during an interview with the TV channel Petersburg-5 after the match.
Zenit's Dutch coach, Dick Advocaat, began his three-match disqualification from the trainer's bench and the dressing room after being sent off during the club's last UEFA Cup match against Spanish club Villarreal following an 'exchange of words' with the Austrian referee.
