The Parisian club has now won the season-opening cup on fourteen different occasions.
Paris Saint-Germain required a stoppage-time equaliser followed by a successful spot-kick decider to overcome their arch-rivals in the Gulf and capture a record-extending fourth consecutive Trophee des Champions victory.
The European champions seemed to be sailing towards a comfortable win in the match between the French league champions and the Coupe de France holders after the French winger opened the net in the opening stages.
However, Marseille fired twice in the closing moments to take a shock lead. First, Mason Greenwood converted from the penalty spot, before Willian Pacho inadvertently directed the ball into his own net for an own-goal.
In a remarkable turn of events, the Portuguese striker snatched a crucial leveler in the dying seconds to force the contest into a deciding shootout. PSG goalkeeper Chevalier then stood as the hero, stopping decisive attempts from O'Riley and Traore.
In the shootout, Goncalo Ramos, Vitinha, the full-back, and the young talent all converted with composure for PSG to seal a convincing penalty victory.
The record winners PSG, who faced last season's Ligue 1 second-placed team Marseille after completing a league and cup double, have now won this competition for the 12th time in the past 13 seasons.