The Parisian club has now claimed the season-opening trophy on 14 different times.
Paris Saint-Germain required a dramatic equaliser 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 European champions seemed to be sailing towards a comfortable triumph in the showdown between the French league champions and the Coupe de France holders after Ousmane Dembele opened the scoring early on.
However, Marseille struck twice in the closing moments 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 remarkable turn of events, Goncalo Ramos grabbed a crucial equaliser in the final seconds to force the match into a deciding shootout. The Parisian shot-stopper Lucas Chevalier then stood as the hero, stopping decisive attempts from O'Riley and Hamed Traore.
From the spot, Ramos, Vitinha, Nuno Mendes, and Desire Doue all converted with composure for PSG to complete a 4-1 penalty win.
The record winners Paris Saint-Germain, who met last season's Ligue 1 runners-up Olympique de Marseille after completing a league and cup double, have now lifted this competition for the twelfth time in the past 13 seasons.
