PSG has now claimed the season-opening cup on 14 different times.
Paris Saint-Germain required a stoppage-time equaliser followed by a successful 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 appeared to be sailing towards a comfortable win in the match between the French league winners and the French Cup winners after Ousmane Dembele opened the net in the opening stages.
Yet, Marseille struck two times late to take a shock advantage. First, the English forward scored from the spot-kick, before Willian Pacho unfortunately directed the ball into his own net for an own goal.
In a breathtaking turn of fortune, the Portuguese striker grabbed a vital equaliser in the dying seconds to force the match into a penalty shootout. The Parisian shot-stopper Lucas Chevalier then emerged as the hero, stopping decisive attempts from O'Riley and Hamed Traore.
In the shootout, Goncalo Ramos, Vitinha, Nuno Mendes, and the young talent all scored with composure for PSG to complete a 4-1 shootout win.
Now 14-time winners Paris Saint-Germain, who met last season's Ligue 1 runners-up Olympique de Marseille after achieving a domestic double, have now lifted this competition for the 12th time in the past thirteen seasons.
