PSG has now secured the season-opening cup on 14 different times.
Paris Saint-Germain needed a dramatic leveler followed by a perfect spot-kick decider to get past their arch-rivals in Kuwait and capture a fourth straight Trophee des Champions title.
The European champions appeared to be coasting towards a comfortable win in the showdown between the Ligue 1 champions and the Coupe de France holders after Ousmane Dembele found the scoring in the opening stages.
However, Marseille struck twice in the closing moments to take a surprise lead. Initially, the English forward converted from the spot-kick, before Willian Pacho inadvertently directed the ball into his own net for an own-goal.
In a breathtaking twist of fortune, Goncalo Ramos snatched a crucial equaliser in the final moments to force the match into a penalty shootout. The Parisian shot-stopper Lucas Chevalier then stood as the hero, stopping decisive attempts from O'Riley and Traore.
From the spot, Ramos, Vitinha, the full-back, and the young talent all scored successfully for Paris Saint-Germain to complete a convincing shootout win.
The record winners PSG, who met last season's Ligue 1 second-placed team Marseille after completing a league and cup double, have now lifted this competition for the 12th time in the past thirteen years.