PSG has now secured the season-opening trophy on 14 separate times.
The Parisian giants needed a dramatic leveler followed by a perfect spot-kick decider to get past their arch-rivals in the Gulf and secure a fourth straight Trophee des Champions title.
The Champions League holders appeared to be coasting towards a comfortable win in the match between the Ligue 1 winners and the Coupe de France holders after the French winger found the scoring early on.
However, Marseille struck twice late to take a shock lead. First, Mason Greenwood scored from the penalty spot, before the defender inadvertently directed the ball into his own net for an own goal.
In a breathtaking turn of fortune, the Portuguese striker grabbed a crucial leveler in the final moments to send the contest into a deciding shootout. The Parisian shot-stopper Lucas Chevalier then stood as the key figure, saving decisive attempts from Matt O'Riley and Hamed Traore.
In the shootout, Goncalo Ramos, the midfielder, the full-back, and Desire Doue all scored successfully for Paris Saint-Germain to seal a convincing penalty win.
Now 14-time winners PSG, 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 12th time in the last thirteen seasons.