Former Manchester United forward Greenwood rewrote Marseille history, becoming the first player to score four goals in a match since Jean-Pierre Papin in 1991, the year the Frenchman won the Ballon d'Or.
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After the win, De Zerbi said: "Mason can become one of the best players in the world.
"He's already a top player in front of goal, but he can still improve as a team player. I want to protect him; he works hard and never misses a training session."
Greenwood now has seven goals in 10 appearances for OM this season.
