The Argentine stunned the French side, where he has become an hero in only 16 months, by presenting his resignation in the post-match press conference.
Bielsa said he had agreed with chairman Vincent Labrune to sign the duo.
Per Dejan Kalinic of Goal.com, the 60-year-old denied on Thursday that he had been contacted about the vacancy: “I haven’t spoken with anyone at the Mexican Federation”.
“I thank the fans for always being behind me during games and on a daily basis”.
Bielsa joined the club at the start of last season and, while the circumstances of his exit may be dramatic, his short reign is in keeping with a nomadic career.
In his one full season at the Stade Velodrome, Bielsa led Marseille to a fourth-place finish – 14 points adrift of Ligue 1 champions Paris Saint-Germain. I put everything I have into this team.
Bielsa has extensive experience as an global manager having had lengthy spells with Argentina and Chile.
“The project for this new season has changed in June and July”.
His initial one-year contract featured a second-year option, which was exercised after an off-season of mystery as the club repeatedly claimed an extension for a third year was close to being confirmed.