The Parisian club has now won the season-opening cup on fourteen separate occasions.
Paris Saint-Germain needed a stoppage-time leveler followed by a successful spot-kick decider to get past their arch-rivals in the Gulf and capture a record-extending fourth consecutive Trophee des Champions title.
The European champions appeared to be sailing towards a straightforward win in the showdown featuring the Ligue 1 winners and the French Cup winners after the French winger opened the net early on.
However, Marseille fired two times late to seize 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 contest into a penalty shootout. The Parisian shot-stopper Chevalier then stood as the key figure, stopping crucial attempts from O'Riley and Traore.
In the shootout, Ramos, Vitinha, the full-back, and the young talent all scored with composure for Paris Saint-Germain to seal a 4-1 shootout win.
Now 14-time winners PSG, who faced last season's Ligue 1 runners-up Olympique de Marseille after achieving a domestic double, have now lifted this trophy for the twelfth time in the past thirteen seasons.