PSG has now won the season-opening trophy on fourteen different times.
The Parisian giants needed a dramatic equaliser 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 featuring the Ligue 1 winners and the French Cup winners after Ousmane Dembele found the scoring in the opening stages.
However, Marseille struck two times late to take a surprise advantage. First, Mason Greenwood scored from the spot-kick, before Willian Pacho inadvertently directed the ball into his own net for an own-goal.
In a breathtaking twist of events, the Portuguese striker grabbed a crucial leveler in the final moments to force the match into a deciding shootout. The Parisian shot-stopper Lucas Chevalier then stood as the key figure, saving crucial kicks from O'Riley and Hamed Traore.
From the spot, Goncalo Ramos, the midfielder, Nuno Mendes, and the young talent all converted successfully for Paris Saint-Germain to complete a 4-1 shootout victory.
Now 14-time winners Paris Saint-Germain, who met last season's Ligue 1 second-placed team Olympique de Marseille after completing a league and cup double, have now lifted this competition for the 12th time in the last thirteen years.