The Parisian club has now claimed the season-opening trophy on 14 separate times.
Paris Saint-Germain required a stoppage-time equaliser followed by a perfect spot-kick decider to overcome their arch-rivals in the Gulf and secure a fourth straight Trophee des Champions victory.
The European champions appeared to be coasting towards a comfortable triumph in the match between the Ligue 1 champions and the Coupe de France winners after the French winger found the net early on.
However, Marseille struck twice late to take a shock advantage. First, Mason Greenwood converted from the spot-kick, before the defender unfortunately turned the ball into his own net for an own-goal.
In a remarkable twist of fortune, Goncalo Ramos snatched a vital equaliser in the final moments to force the contest into a deciding shootout. PSG goalkeeper Lucas Chevalier then stood as the hero, stopping decisive attempts from O'Riley and Traore.
From the spot, Ramos, Vitinha, Nuno Mendes, and Desire Doue all scored with composure for PSG to complete a 4-1 shootout win.
Now 14-time winners Paris Saint-Germain, who met last season's Ligue 1 runners-up Olympique de Marseille after completing a domestic double, have now lifted this competition for the 12th time in the last thirteen years.
