The Parisian club has now secured the season-opening cup on 14 separate occasions.
Paris Saint-Germain required a stoppage-time equaliser followed by a successful spot-kick decider to get past their arch-rivals in the Gulf and capture a record-extending fourth consecutive Trophee des Champions title.
The European champions seemed to be sailing towards a comfortable triumph in the showdown featuring the French league champions and the French Cup holders after Ousmane Dembele found the scoring in the opening stages.
However, Marseille fired twice late to seize a surprise advantage. Initially, Mason Greenwood scored from the penalty spot, before the defender unfortunately directed the ball into his own net for an own goal.
In a remarkable twist of fortune, Goncalo Ramos snatched a vital equaliser in the dying moments to send the contest into a deciding shootout. The Parisian shot-stopper Lucas Chevalier then emerged as the key figure, stopping decisive kicks from O'Riley and Hamed Traore.
From the spot, Ramos, Vitinha, Nuno Mendes, and the young talent all scored with composure for Paris Saint-Germain to seal a 4-1 penalty win.
The record winners PSG, who faced last season's Ligue 1 runners-up Marseille after achieving a league and cup double, have now lifted this competition for the twelfth time in the last thirteen seasons.
