The Parisian club has now won the season-opening cup on fourteen separate times.
Paris Saint-Germain required a stoppage-time leveler followed by a perfect penalty shootout to overcome their arch-rivals in the Gulf and secure a record-extending fourth consecutive Trophee des Champions victory.
The Champions League holders appeared to be sailing towards a comfortable win in the showdown featuring the Ligue 1 winners and the French Cup winners after the French winger found the net in the opening stages.
Yet, Marseille fired twice late to seize a surprise lead. Initially, Mason Greenwood scored from the penalty spot, before Willian Pacho unfortunately directed the ball into his own net for an own-goal.
In a breathtaking turn of events, the Portuguese striker grabbed a vital leveler in the dying moments to force the match into a penalty shootout. The Parisian shot-stopper Lucas Chevalier then stood as the key figure, saving decisive attempts from O'Riley and Traore.
In the shootout, Ramos, the midfielder, the full-back, and the young talent all converted with composure for Paris Saint-Germain to complete a 4-1 penalty victory.
Now 14-time champions PSG, who faced 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 past thirteen seasons.