The win was Paris FC's first-ever success at Marseille's home ground, with Sinayoko producing a decisive performance in a thrilling encounter.
Paris FC needed just 25 seconds to take the lead. Sinayoko reacted quickly to Luca Koleosho's cross and slid the ball into the net, registering the fastest Ligue 1 goal in more than two years.
Marseille responded almost immediately, with Amine Gouiri equalising six minutes later. The striker took advantage of an error from Adama Camara before calmly finding the bottom corner from close range.
The hosts threatened to take control when Angel Gomes forced Kevin Trapp into a save from distance, but Paris FC regained the lead in the 19th minute.
Pablo Pagis delivered a dangerous cross into the area and Sinayoko rose highest to meet it. His header took a deflection before finding the back of the net.
Marseille continued to create opportunities before the interval. Timothy Weah was denied by Trapp, while Igor Paixao saw a dipping free-kick strike the crossbar. Sinayoko almost completed his hat-trick before half-time but was stopped by Jeffrey de Lange.
The second half was just as open. De Lange kept Marseille in the game by denying Ilan Kebbal, while Koleosho missed an opportunity to restore Paris FC's advantage when his backheel rolled wide.
Marseille eventually found their second equaliser through Gouiri. The ball fell kindly to the Algerian inside the six-yard box and he made no mistake, firing an angled volley into the far corner.
Gouiri then came close to completing his own hat-trick, but Trapp produced an excellent save to keep Paris FC level. Pierre Lees-Melou also went close from distance as both teams pushed for a winner.
The decisive moment arrived late in the match when Moses Simon's shot struck the arm of CJ Egan-Riley. VAR intervened and Paris FC were awarded a penalty.
Sinayoko took responsibility and calmly sent de Lange the wrong way to complete his first professional hat-trick and secure all three points.
The result gives Paris FC a memorable victory in their first three matches, while Marseille suffered their second defeat of the campaign.
