The Parisian club has now secured the season-opening trophy on fourteen separate times.
Paris Saint-Germain needed a dramatic equaliser followed by a successful penalty shootout to get past their arch-rivals in the Gulf and secure a record-extending fourth consecutive Trophee des Champions victory.
The Champions League holders seemed to be coasting towards a straightforward triumph in the match featuring the Ligue 1 winners and the Coupe de France winners after Ousmane Dembele found the net in the opening stages.
However, Marseille fired twice late to take a shock advantage. Initially, Mason Greenwood converted from the spot-kick, before the defender unfortunately directed the ball into his own net for an own-goal.
In a breathtaking twist of fortune, Goncalo Ramos snatched a crucial leveler in the dying moments to force the contest into a penalty shootout. The Parisian shot-stopper Lucas Chevalier then emerged as the key figure, stopping crucial attempts from O'Riley and Traore.
From the spot, Goncalo Ramos, the midfielder, the full-back, and Desire Doue all scored successfully for PSG to seal a convincing penalty win.
The record champions Paris Saint-Germain, who faced last season's Ligue 1 second-placed team Marseille after achieving a domestic double, have now won this competition for the 12th time in the past thirteen years.