PSG has now won the season-opening trophy on fourteen separate times.
The Parisian giants needed a stoppage-time 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 European champions appeared to be sailing towards a straightforward win in the showdown between the Ligue 1 winners and the Coupe de France winners after Ousmane Dembele opened the net early on.
However, Marseille fired twice late to seize a shock lead. First, Mason Greenwood scored from the penalty spot, before Willian Pacho unfortunately directed the ball into his own net for an own-goal.
In a breathtaking turn of events, the Portuguese striker snatched a crucial equaliser in the final seconds to force the match into a penalty shootout. The Parisian shot-stopper Lucas Chevalier then emerged as the key figure, stopping crucial kicks from O'Riley and Hamed Traore.
From the spot, Goncalo Ramos, the midfielder, the full-back, and Desire Doue all scored with composure for PSG to seal a convincing penalty victory.
The record winners Paris Saint-Germain, who faced last season's Ligue 1 second-placed team Olympique de Marseille after achieving a league and cup double, have now won this competition for the 12th time in the last thirteen years.