The Parisian club has now won the season-opening trophy on 14 separate occasions.
Paris Saint-Germain needed a dramatic equaliser followed by a successful spot-kick decider to overcome their arch-rivals in the Gulf and secure a record-extending fourth consecutive Trophee des Champions victory.
The European champions appeared to be sailing towards a comfortable triumph in the showdown between the Ligue 1 champions and the French Cup winners after Ousmane Dembele found the net early on.
Yet, Marseille fired two times in the closing moments to seize a shock lead. First, the English forward converted from the penalty spot, before Willian Pacho inadvertently directed the ball into his own net for an own-goal.
In a breathtaking turn of events, the Portuguese striker grabbed a vital equaliser in the dying moments to send the contest into a penalty shootout. PSG goalkeeper Chevalier then emerged as the key figure, stopping crucial kicks from O'Riley and Hamed Traore.
From the spot, Goncalo Ramos, the midfielder, Nuno Mendes, and Desire Doue all scored with composure for Paris Saint-Germain to seal a convincing penalty win.
Now 14-time champions Paris Saint-Germain, who met last season's Ligue 1 runners-up Marseille after achieving a domestic double, have now won this competition for the 12th time in the past 13 seasons.
