PSG has now won the season-opening cup on 14 separate occasions.
Paris Saint-Germain needed a dramatic equaliser followed by a successful penalty shootout to get past their arch-rivals in the Gulf and capture a fourth straight Trophee des Champions victory.
The European champions appeared to be coasting towards a straightforward win in the match between the French league winners and the Coupe de France holders after Ousmane Dembele opened the net in the opening stages.
However, Marseille fired twice late to seize a shock lead. First, the English forward converted from the spot-kick, before the defender inadvertently directed the ball into his own net for an own-goal.
In a breathtaking twist of events, Goncalo Ramos grabbed a vital leveler in the dying moments to force the contest into a penalty shootout. The Parisian shot-stopper Lucas Chevalier then stood as the key figure, saving decisive kicks from O'Riley and Hamed Traore.
From the spot, Goncalo Ramos, Vitinha, the full-back, and the young talent all scored with composure for Paris Saint-Germain to complete a 4-1 shootout win.
Now 14-time winners PSG, who met last season's Ligue 1 second-placed team Olympique de Marseille after completing a league and cup double, have now lifted this trophy for the 12th time in the past 13 seasons.
