The Parisian club has now won the season-opening cup on 14 separate occasions.
The Parisian giants needed a stoppage-time equaliser followed by a perfect penalty shootout to get past their arch-rivals in the Gulf and secure a record-extending fourth consecutive Trophee des Champions title.
The Champions League holders appeared to be sailing towards a comfortable triumph in the showdown featuring the Ligue 1 champions and the French Cup winners after the French winger opened the scoring early on.
Yet, Marseille fired twice late to take a shock advantage. Initially, the English forward converted 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, Goncalo Ramos snatched a crucial leveler in the final moments to send the contest into a penalty shootout. PSG goalkeeper Chevalier then stood as the key figure, stopping decisive attempts from O'Riley and Hamed Traore.
From the spot, Goncalo Ramos, Vitinha, the full-back, and Desire Doue all converted with composure for Paris Saint-Germain to complete a 4-1 shootout win.
Now 14-time champions Paris Saint-Germain, who faced last season's Ligue 1 runners-up Marseille after achieving a domestic double, have now lifted this competition for the 12th time in the last 13 seasons.