The Parisian club has now claimed the season-opening cup on fourteen different occasions.
The Parisian giants required a stoppage-time equaliser followed by a perfect penalty shootout to get past their arch-rivals in the Gulf and capture a record-extending fourth consecutive Trophee des Champions victory.
The European champions seemed to be sailing towards a straightforward triumph in the showdown between the Ligue 1 champions and the Coupe de France holders after the French winger opened the scoring in the opening stages.
Yet, Marseille fired twice in the closing moments to take a surprise lead. First, Mason Greenwood scored from the spot-kick, before the defender inadvertently turned the ball into his own net for an own-goal.
In a breathtaking turn of fortune, the Portuguese striker snatched a vital leveler in the final seconds to force the contest into a deciding shootout. The Parisian shot-stopper Lucas Chevalier then emerged as the hero, saving decisive attempts from Matt O'Riley and Hamed Traore.
In the shootout, Goncalo Ramos, the midfielder, the full-back, and Desire Doue all converted with composure for Paris Saint-Germain to seal a 4-1 penalty win.
Now 14-time champions PSG, who faced last season's Ligue 1 second-placed team Olympique de Marseille after achieving a league and cup double, have now won this trophy for the twelfth time in the last 13 years.