The Parisian club has now claimed the season-opening cup on 14 separate occasions.
Paris Saint-Germain required a stoppage-time leveler followed by a successful spot-kick decider to get past their arch-rivals in the Gulf and secure a fourth straight Trophee des Champions title.
The Champions League holders appeared to be sailing towards a comfortable win in the showdown between the French league champions and the Coupe de France winners after Ousmane Dembele found the scoring early on.
However, Marseille struck twice in the closing moments to take a shock advantage. First, the English forward scored from the penalty spot, before the defender inadvertently directed the ball into his own net for an own goal.
In a breathtaking turn of events, Goncalo Ramos grabbed a crucial leveler in the dying seconds to force the match into a deciding shootout. PSG goalkeeper Lucas Chevalier then emerged as the key figure, saving decisive attempts from O'Riley and Traore.
In the shootout, Ramos, Vitinha, Nuno Mendes, and Desire Doue all scored successfully for Paris Saint-Germain to seal a 4-1 penalty victory.
The record winners PSG, who faced last season's Ligue 1 runners-up Marseille after completing a domestic double, have now won this trophy for the twelfth time in the last thirteen years.
