The Parisian club has now won the season-opening cup on fourteen different times.
Paris Saint-Germain needed a dramatic equaliser 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 seemed to be coasting towards a straightforward triumph in the showdown between the Ligue 1 winners and the Coupe de France winners after Ousmane Dembele opened the scoring in the opening stages.
However, Marseille fired two times in the closing moments to take a shock advantage. Initially, Mason Greenwood scored from the penalty spot, before the defender unfortunately turned the ball into his own net for an own-goal.
In a breathtaking twist of fortune, Goncalo Ramos grabbed a vital leveler in the dying moments to send the contest into a deciding shootout. The Parisian shot-stopper Lucas Chevalier then emerged as the key figure, saving decisive kicks from Matt O'Riley and Hamed Traore.
From the spot, Ramos, the midfielder, Nuno Mendes, and Desire Doue all converted with composure for PSG to seal a 4-1 shootout victory.
Now 14-time champions Paris Saint-Germain, who faced last season's Ligue 1 runners-up Marseille after achieving a league and cup double, have now lifted this trophy for the 12th time in the past thirteen seasons.
