The Parisian club has now secured the season-opening cup on fourteen separate occasions.
Paris Saint-Germain needed a stoppage-time leveler 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 European champions seemed to be coasting towards a comfortable win in the match featuring the Ligue 1 winners and the French Cup winners after the French winger found the scoring early on.
However, Marseille fired twice in the closing moments to seize a shock advantage. Initially, 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 remarkable turn of events, the Portuguese striker snatched a vital equaliser in the dying seconds to send the match into a penalty shootout. PSG goalkeeper Chevalier then emerged as the hero, saving crucial kicks from O'Riley and Traore.
From the spot, Goncalo Ramos, the midfielder, the full-back, and the young talent all scored successfully for Paris Saint-Germain to complete a convincing shootout win.
Now 14-time champions Paris Saint-Germain, who met last season's Ligue 1 second-placed team Olympique de Marseille after completing a domestic double, have now lifted this competition for the twelfth time in the past 13 years.