The Parisian club has now claimed the season-opening trophy on fourteen different occasions.
Paris Saint-Germain needed a stoppage-time leveler followed by a perfect spot-kick decider to overcome their arch-rivals in the Gulf and capture a record-extending fourth consecutive Trophee des Champions victory.
The Champions League holders appeared to be sailing towards a straightforward win in the showdown featuring the French league winners and the French Cup holders after the French winger opened the scoring early on.
Yet, Marseille struck two times in the closing moments to seize a surprise advantage. Initially, Mason Greenwood scored from the spot-kick, before the defender inadvertently turned the ball into his own net for an own goal.
In a breathtaking twist of events, the Portuguese striker grabbed a vital equaliser in the dying moments to force the contest into a penalty shootout. PSG goalkeeper Chevalier then emerged as the hero, saving crucial attempts from Matt O'Riley and Traore.
From the spot, Ramos, the midfielder, the full-back, and Desire Doue all converted successfully for PSG to seal a 4-1 shootout victory.
The record champions PSG, who met last season's Ligue 1 runners-up Marseille after achieving a league and cup double, have now won this trophy for the twelfth time in the last thirteen years.