PSG has now won the season-opening cup on fourteen separate occasions.
Paris Saint-Germain needed a stoppage-time equaliser followed by a perfect spot-kick decider to get past their arch-rivals in the Gulf and capture a record-extending fourth consecutive Trophee des Champions title.
The European champions seemed to be sailing towards a straightforward win in the showdown featuring the French league winners and the French Cup winners after Ousmane Dembele found the scoring early on.
However, Marseille fired two times late to take a surprise advantage. Initially, Mason Greenwood converted from the penalty spot, before Willian Pacho inadvertently turned the ball into his own net for an own goal.
In a remarkable turn of events, the Portuguese striker grabbed a crucial equaliser in the final seconds to force the contest into a deciding shootout. PSG goalkeeper Lucas Chevalier then emerged as the hero, stopping decisive attempts from Matt O'Riley and Hamed Traore.
From the spot, Goncalo Ramos, Vitinha, Nuno Mendes, and Desire Doue all converted successfully for PSG to seal a 4-1 penalty victory.
Now 14-time champions PSG, who faced 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 last thirteen seasons.