The Parisian club has now claimed the season-opening trophy on 14 separate times.
The Parisian giants required a stoppage-time equaliser followed by a perfect spot-kick decider to overcome their arch-rivals in the Gulf and capture a fourth straight Trophee des Champions title.
The Champions League holders appeared to be sailing towards a comfortable win in the match featuring the Ligue 1 champions 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 lead. First, Mason Greenwood scored from the penalty spot, before the defender inadvertently turned the ball into his own net for an own goal.
In a remarkable turn of fortune, Goncalo Ramos snatched a crucial equaliser in the final moments to force the contest into a penalty shootout. The Parisian shot-stopper Lucas Chevalier then emerged as the hero, stopping decisive kicks from Matt O'Riley and Hamed Traore.
From the spot, Goncalo Ramos, Vitinha, the full-back, and Desire Doue all scored successfully for PSG to seal a 4-1 penalty win.
The record winners PSG, who met last season's Ligue 1 runners-up Marseille after achieving a domestic double, have now won this competition for the twelfth time in the last thirteen years.