The Parisian club has now won the season-opening trophy on fourteen separate times.
The Parisian giants needed a dramatic equaliser followed by a successful spot-kick decider to get past their arch-rivals in the Gulf and secure a fourth straight Trophee des Champions victory.
The Champions League holders appeared to be sailing towards a comfortable win in the showdown between the Ligue 1 winners and the Coupe de France holders after Ousmane Dembele found the scoring early on.
Yet, Marseille struck two times late to seize a shock lead. Initially, Mason Greenwood scored from the spot-kick, before the defender inadvertently directed the ball into his own net for an own-goal.
In a breathtaking twist of fortune, the Portuguese striker grabbed a crucial equaliser in the final moments to send the match into a penalty shootout. PSG goalkeeper Chevalier then stood as the hero, stopping crucial attempts from O'Riley and Hamed Traore.
From the spot, Goncalo Ramos, the midfielder, the full-back, and Desire Doue all converted successfully for PSG to complete a convincing shootout win.
The record winners Paris Saint-Germain, who faced last season's Ligue 1 second-placed team Marseille after completing a domestic double, have now lifted this trophy for the twelfth time in the last 13 years.