The Parisian club has now won the season-opening cup on 14 separate occasions.
Paris Saint-Germain required a stoppage-time leveler followed by a successful spot-kick decider to overcome their arch-rivals in the Gulf and capture a record-extending fourth consecutive Trophee des Champions title.
The European champions appeared to be sailing towards a straightforward triumph in the showdown between the French league champions and the French Cup holders after Ousmane Dembele found the net in the opening stages.
Yet, Marseille fired two times late to seize a shock advantage. Initially, the English forward scored from the spot-kick, before the defender inadvertently turned the ball into his own net for an own-goal.
In a remarkable turn of events, the Portuguese striker snatched a vital leveler in the final seconds to send the match into a deciding shootout. PSG goalkeeper Chevalier then stood as the key figure, saving decisive attempts from Matt O'Riley and Traore.
From the spot, Goncalo Ramos, the midfielder, the full-back, and the young talent all scored successfully for Paris Saint-Germain to seal a 4-1 shootout win.
Now 14-time winners PSG, who met last season's Ligue 1 second-placed team Marseille after completing a domestic double, have now won this trophy for the twelfth time in the past thirteen years.