PSG has now secured the season-opening trophy on fourteen separate times.
The Parisian giants required a stoppage-time equaliser followed by a successful penalty shootout to get past their arch-rivals in the Gulf and secure a record-extending fourth consecutive Trophee des Champions title.
The Champions League holders appeared to be coasting towards a comfortable triumph in the match featuring the Ligue 1 winners and the French Cup winners after Ousmane Dembele opened the scoring early on.
However, Marseille fired two times in the closing moments to take a surprise advantage. First, the English forward converted from the spot-kick, before Willian Pacho inadvertently directed the ball into his own net for an own goal.
In a remarkable twist of events, Goncalo Ramos snatched a crucial equaliser in the final moments to send the contest into a penalty shootout. PSG goalkeeper Chevalier then stood as the key figure, saving decisive kicks from O'Riley and Hamed Traore.
In the shootout, Ramos, the midfielder, the full-back, and Desire Doue all scored successfully for PSG to complete a convincing penalty win.
Now 14-time champions Paris Saint-Germain, who met last season's Ligue 1 second-placed team Marseille after completing a league and cup double, have now lifted this trophy for the 12th time in the last thirteen seasons.