PSG has now secured the season-opening trophy on 14 different times.
Paris Saint-Germain needed a dramatic leveler followed by a successful penalty shootout to get past their arch-rivals in Kuwait and secure a fourth straight Trophee des Champions victory.
The Champions League holders appeared to be coasting towards a comfortable win in the match between the French league winners and the Coupe de France winners after Ousmane Dembele opened the scoring in the opening stages.
However, Marseille struck twice late to seize a surprise lead. Initially, Mason Greenwood converted from the spot-kick, before the defender unfortunately directed the ball into his own net for an own goal.
In a remarkable twist of fortune, Goncalo Ramos snatched a vital equaliser in the final moments to send the match into a deciding shootout. The Parisian shot-stopper Lucas Chevalier then emerged as the key figure, stopping crucial kicks from O'Riley and Hamed Traore.
In the shootout, Ramos, the midfielder, Nuno Mendes, and the young talent all converted with composure for Paris Saint-Germain to seal a 4-1 shootout victory.
Now 14-time champions Paris Saint-Germain, who met last season's Ligue 1 second-placed team Olympique de Marseille after completing a league and cup double, have now lifted this competition for the twelfth time in the last thirteen years.