The Brazilian winger had made it 1-1 with a ferocious hit from the edge of the box from the last kick of the game, but he was then one of two Marseille players who had their penalty saved in the shootout.
Lille had goalkeeper Vito Mannone to thank as, having produced a couple of big stops during the game itself, he also saved the decisive kick from Jonathan Rowe to allow the away side to win 4-3 on penalties.
The northern side, who go to Liverpool in the Champions League next week, have now set a new club record in going 20 games without defeat in all competitions as they advance to the last 16.
Marseille, in contrast, have only Ligue 1 to focus on between now and the end of the season after being eliminated from the French Cup on penalties for the third year running.
They saw Mason Greenwood pass up a glorious chance to open the scoring in the first half when he broke through on goal but was denied by Mannone, the former Arsenal goalkeeper starting in place of usual first choice Lucas Chevalier.
The home side also had a Neal Maupay goal disallowed for handball before the break, while Lille’s Mitchel Bakker had an effort ruled out for the same offence just after the restart.
Icelandic international Hakon Haraldsson turned in a Jonathan David assist to put Lille ahead on 69 minutes, and it looked as if that would be enough to win the tie as Greenwood struck the post inside stoppage time.
But then Luis Henrique struck in the 96th minute, only to then fail to score from the spot.
Lille converted all four of their penalties, and Rowe was then left in tears as he was also denied by Mannone and Marseille went out.
Monaco also went out on penalties on Tuesday, losing 3-1 in the shootout at Ligue 1 rivals Reims after a 1-1 draw.
Nice were the other top-flight side to advance on Tuesday as they won 1-0 away to second-tier Bastia in Corsica.
Holders Paris Saint-Germain are among the sides in action on Wednesday, when they take on fifth-tier minnows Espaly in Clermont-Ferrand.
© 2025 AFP