PSG has now secured the season-opening cup on 14 separate occasions.
The Parisian giants needed a dramatic equaliser followed by a perfect spot-kick decider to overcome their arch-rivals in the Gulf and secure a fourth straight Trophee des Champions title.
The European champions appeared to be coasting towards a straightforward win in the match between the Ligue 1 winners and the French Cup holders after Ousmane Dembele opened the scoring in the opening stages.
Yet, Marseille struck two times late to seize a shock advantage. Initially, Mason Greenwood converted from the spot-kick, before the defender unfortunately turned the ball into his own net for an own-goal.
In a remarkable turn of events, Goncalo Ramos grabbed a crucial equaliser in the dying moments to force the contest into a deciding shootout. PSG goalkeeper Chevalier then stood as the key figure, saving decisive kicks from Matt O'Riley and Traore.
From the spot, Ramos, Vitinha, Nuno Mendes, and the young talent all scored successfully for Paris Saint-Germain to seal a 4-1 shootout win.
Now 14-time winners Paris Saint-Germain, who met last season's Ligue 1 runners-up Marseille after completing a league and cup double, have now won this trophy for the 12th time in the past 13 seasons.