The Parisian club has now claimed the season-opening cup on 14 separate times.
Paris Saint-Germain needed a dramatic leveler followed by a successful spot-kick decider to overcome their arch-rivals in the Gulf and secure a fourth straight Trophee des Champions victory.
The Champions League holders appeared to be coasting towards a straightforward triumph in the match featuring the French league winners and the French Cup winners after the French winger found the net early on.
Yet, Marseille struck twice late to seize a surprise lead. Initially, Mason Greenwood converted from the penalty spot, before Willian Pacho unfortunately turned the ball into his own net for an own goal.
In a breathtaking twist of events, the Portuguese striker grabbed a vital leveler in the dying moments to send the match into a deciding shootout. The Parisian shot-stopper Lucas Chevalier then stood as the key figure, saving decisive kicks from O'Riley and Traore.
In the shootout, Ramos, Vitinha, the full-back, and the young talent all scored with composure for Paris Saint-Germain to seal a 4-1 shootout victory.
The record winners Paris Saint-Germain, 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 13 years.