France's Professional Football League (LFP) announced last week that no away supporters would be allowed to attend the two league matches between the clubs this season, after violent clashes during previous fixtures.
PSG are due to host Marseille at the Parc des Princes on November 7, with the return fixture at the Stade Velodrome scheduled for March 19.
Fans from the two sides clashed in central Marseille in October 2009 after a league game between the clubs was canceled at short notice due to an outbreak of swine flu in the Parisians' squad.
Marseille fans were banned from travelling to the return match in February this year, but rival groups of PSG supporters fought each other after the game and one fan was beaten to death.
Deschamps said on Thursday it would be "very sorry and sad that a top clash like PSG-Marseille or Marseille-PSG take place behind closed doors".
"For a top game, you need fans. I understand the fans' disappointment, their frustration and their anger.
"Now we'll see what happens," France's World Cup-winning captain in 1998 said, adding that he "had bosses and I will abide by their decision".