PSG has now won the season-opening cup on fourteen separate occasions.
Paris Saint-Germain needed a dramatic equaliser followed by a successful spot-kick decider to get past their arch-rivals in the Gulf and secure a record-extending fourth consecutive Trophee des Champions victory.
The Champions League holders seemed to be coasting towards a straightforward triumph in the showdown between the Ligue 1 winners and the French Cup winners after Ousmane Dembele opened the scoring early on.
However, Marseille struck twice late to take a shock lead. Initially, Mason Greenwood scored from the penalty spot, before the defender inadvertently directed the ball into his own net for an own goal.
In a breathtaking twist of events, Goncalo Ramos grabbed a crucial equaliser in the final seconds to force the match into a penalty shootout. The Parisian shot-stopper Lucas Chevalier then emerged as the key figure, stopping crucial kicks from O'Riley and Traore.
From the spot, Goncalo Ramos, Vitinha, the full-back, and the young talent all converted with composure for Paris Saint-Germain to seal a convincing penalty victory.
Now 14-time champions Paris Saint-Germain, who met last season's Ligue 1 runners-up Olympique de Marseille after completing a league and cup double, have now lifted this competition for the twelfth time in the last 13 years.