PSG has now won the season-opening trophy on 14 different occasions.
Paris Saint-Germain required a dramatic equaliser 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 European champions appeared to be sailing towards a straightforward win in the match featuring the French league champions and the Coupe de France winners after Ousmane Dembele found the scoring early on.
However, Marseille struck twice late to seize a surprise advantage. First, the English forward converted from the spot-kick, before Willian Pacho unfortunately 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 send the match into a deciding shootout. PSG goalkeeper Chevalier then emerged as the hero, stopping crucial kicks from O'Riley and Traore.
From the spot, Ramos, the midfielder, Nuno Mendes, and Desire Doue all scored successfully for Paris Saint-Germain to complete a 4-1 penalty win.
The record winners 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 last 13 seasons.