The Parisian club has now claimed the season-opening trophy on 14 different occasions.
Paris Saint-Germain required a dramatic equaliser followed by a perfect penalty shootout to get past Marseille in the Gulf and capture a record-extending fourth consecutive Trophee des Champions victory.
The Champions League holders appeared to be sailing towards a comfortable triumph in the showdown featuring the French league champions and the French Cup winners after the French winger found the scoring in the opening stages.
However, Marseille fired twice late to seize a surprise advantage. Initially, Mason Greenwood converted from the penalty spot, before the defender inadvertently turned the ball into his own net for an own goal.
In a breathtaking turn of events, the Portuguese striker grabbed a vital leveler in the final moments to force the contest into a penalty shootout. The Parisian shot-stopper Lucas Chevalier then stood as the hero, saving crucial attempts from O'Riley and Traore.
From the spot, Ramos, Vitinha, the full-back, and the young talent all scored with composure for PSG to seal a 4-1 shootout win.
The record champions Paris Saint-Germain, who met last season's Ligue 1 second-placed team Marseille after achieving a domestic double, have now lifted this competition for the twelfth time in the past 13 seasons.