Callejon scored the opener before Duvan Zapata's stunning strike secured the three points at the Stade Velodrome.
"I had a good game. Marseille got back into it with that late goal and we suffered a bit at that point," confessed Callejon on Sport Mediaset.
"Gonzalo Higuain played well, though he was lacking some match fitness due to the recent injury. He will improve.
"What are our chances of qualifying? We have an important game at the San Paolo against Marseille up next, so we've got to keep on winning."
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