The Ligue 1 outfit were considering their options as the clock ticked down on the transfer window and their eyes were drawn to the London Stadium.
Marseille looked at a deal to take Haller back to France and, according to French TV programme Telefoot, the striker was interested in the idea.
However, Marseille did not take their interest forward when it became clear what the financial costs involved in the deal would be.
The club estimated that the transfer fee needed to sign Haller, along with the fee that West Ham would ask for, would take the deal out of their financial reach.
Haller made 34 appearances for West Ham over the course of last season, but only found the back of the net seven times.
He has already got amongst the goals this term, striking once in the Premier League and four times in the EFL Cup.
Haller is under contract with West Ham for a further four years.
