The Parisian club has now secured the season-opening cup on fourteen different occasions.
Paris Saint-Germain needed a stoppage-time equaliser followed by a perfect spot-kick decider to get past their arch-rivals in the Gulf and capture a fourth straight Trophee des Champions victory.
The European champions appeared to be coasting towards a straightforward win in the match between the Ligue 1 champions and the Coupe de France holders after Ousmane Dembele found the net early on.
However, Marseille struck twice late to seize a shock lead. Initially, the English forward converted from the spot-kick, before Willian Pacho inadvertently directed the ball into his own net for an own-goal.
In a breathtaking twist of fortune, Goncalo Ramos grabbed a crucial leveler in the dying seconds to send the contest into a penalty shootout. PSG goalkeeper Lucas Chevalier then emerged as the key figure, saving crucial kicks from O'Riley and Traore.
In the shootout, Ramos, the midfielder, Nuno Mendes, and Desire Doue all scored with composure for PSG to complete a 4-1 shootout win.
The record winners Paris Saint-Germain, who met last season's Ligue 1 runners-up Marseille after completing a league and cup double, have now lifted this trophy for the twelfth time in the last thirteen seasons.
