The Parisian club has now won the season-opening cup on fourteen different occasions.
The Parisian giants required a dramatic leveler followed by a successful spot-kick decider to get past their arch-rivals in the Gulf and capture a fourth straight Trophee des Champions title.
The Champions League holders seemed to be sailing towards a comfortable win in the match between the Ligue 1 winners and the Coupe de France holders after Ousmane Dembele found the net in the opening stages.
However, Marseille fired two times in the closing moments to take a shock advantage. First, Mason Greenwood converted from the penalty spot, before the defender unfortunately turned the ball into his own net for an own-goal.
In a remarkable twist of events, Goncalo Ramos grabbed a vital leveler in the dying moments to force the contest into a deciding shootout. PSG goalkeeper Lucas Chevalier then stood as the hero, saving crucial attempts from Matt O'Riley and Hamed Traore.
In the shootout, Ramos, Vitinha, the full-back, and Desire Doue all converted with composure for Paris Saint-Germain to seal a 4-1 penalty win.
Now 14-time champions Paris Saint-Germain, who faced last season's Ligue 1 second-placed team Olympique de Marseille after achieving a domestic double, have now lifted this trophy for the twelfth time in the past 13 seasons.