The Parisian club has now won the season-opening trophy on fourteen separate times.
The Parisian giants required a dramatic leveler followed by a successful spot-kick decider to overcome their arch-rivals in the Gulf and secure a fourth straight Trophee des Champions victory.
The Champions League holders appeared to be coasting towards a comfortable triumph in the match between the Ligue 1 champions and the French Cup winners after Ousmane Dembele found the net early on.
Yet, Marseille struck two times in the closing moments to seize a surprise advantage. First, Mason Greenwood scored from the penalty spot, before Willian Pacho unfortunately turned the ball into his own net for an own-goal.
In a remarkable twist of fortune, Goncalo Ramos grabbed a crucial leveler in the final moments to force the match into a penalty shootout. PSG goalkeeper Chevalier then stood as the key figure, saving decisive kicks from O'Riley and Hamed Traore.
From the spot, Ramos, the midfielder, the full-back, and the young talent all converted with composure for Paris Saint-Germain to seal a 4-1 penalty win.
Now 14-time champions Paris Saint-Germain, who met last season's Ligue 1 runners-up Marseille after completing a league and cup double, have now won this trophy for the 12th time in the last thirteen seasons.