PSG has now won the season-opening cup on 14 separate occasions.
Paris Saint-Germain required a dramatic equaliser followed by a successful spot-kick decider to get past their arch-rivals in Kuwait and secure a fourth straight Trophee des Champions victory.
The European champions appeared to be coasting towards a comfortable triumph in the match featuring the French league champions and the Coupe de France holders after the French winger opened the scoring in the opening stages.
Yet, Marseille struck twice late to take a shock lead. Initially, Mason Greenwood converted from the penalty spot, before the defender inadvertently turned the ball into his own net for an own-goal.
In a breathtaking turn of fortune, the Portuguese striker snatched a crucial leveler in the final moments to send the contest into a deciding shootout. The Parisian shot-stopper Lucas Chevalier then emerged as the hero, stopping crucial kicks from O'Riley and Traore.
In the shootout, Goncalo Ramos, the midfielder, the full-back, and Desire Doue all scored with composure for Paris Saint-Germain to seal a 4-1 shootout win.
The record champions Paris Saint-Germain, who met last season's Ligue 1 second-placed team Olympique de Marseille after achieving a domestic double, have now won this trophy for the twelfth time in the last thirteen seasons.