PSG has now won the season-opening cup on 14 separate times.
The Parisian giants required a dramatic leveler followed by a perfect penalty shootout to get past their arch-rivals in the Gulf and secure a fourth straight Trophee des Champions victory.
The European champions seemed to be coasting towards a comfortable triumph in the match between the French league champions and the Coupe de France holders after Ousmane Dembele found the scoring in the opening stages.
Yet, Marseille struck two times in the closing moments to take a shock lead. Initially, the English forward scored from the penalty spot, before the defender unfortunately turned the ball into his own net for an own goal.
In a breathtaking turn of events, Goncalo Ramos snatched a crucial leveler in the dying moments to force the match into a deciding shootout. PSG goalkeeper Lucas Chevalier then stood as the hero, stopping decisive attempts from O'Riley and Hamed Traore.
From the spot, Ramos, the midfielder, the full-back, and Desire Doue all converted successfully for Paris Saint-Germain to seal a convincing penalty victory.
Now 14-time champions Paris Saint-Germain, who met last season's Ligue 1 second-placed team Marseille after achieving a league and cup double, have now lifted this competition for the twelfth time in the past 13 seasons.
