The Parisian club has now secured the season-opening trophy on 14 different times.
Paris Saint-Germain required a stoppage-time equaliser followed by a perfect penalty shootout to overcome their arch-rivals in the Gulf and capture a fourth straight Trophee des Champions victory.
The European champions seemed to be coasting towards a comfortable win in the match between the Ligue 1 champions and the French Cup winners after the French winger found the scoring in the opening stages.
However, Marseille fired twice late to take a surprise lead. Initially, Mason Greenwood scored from the spot-kick, before the defender unfortunately turned the ball into his own net for an own-goal.
In a breathtaking turn of events, Goncalo Ramos snatched a vital leveler in the dying moments to send the match into a penalty shootout. The Parisian shot-stopper Lucas Chevalier then emerged as the key figure, stopping decisive attempts from O'Riley and Traore.
From the spot, Goncalo Ramos, Vitinha, the full-back, and the young talent all scored successfully for Paris Saint-Germain to seal a 4-1 penalty win.
The record winners PSG, who faced last season's Ligue 1 second-placed team Olympique de Marseille after achieving a league and cup double, have now lifted this competition for the twelfth time in the last 13 years.
