The Parisian club has now secured the season-opening trophy on 14 separate times.
Paris Saint-Germain needed a dramatic leveler followed by a successful spot-kick decider to get past their arch-rivals in Kuwait and secure a fourth straight Trophee des Champions title.
The European champions appeared to be coasting towards a comfortable triumph in the showdown 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 surprise lead. First, the English forward converted from the penalty spot, before the defender unfortunately directed the ball into his own net for an own goal.
In a breathtaking turn of events, Goncalo Ramos snatched a vital leveler in the final seconds to send the match into a penalty shootout. The Parisian shot-stopper Lucas Chevalier then stood as the key figure, saving crucial attempts from O'Riley and Hamed Traore.
In the shootout, Goncalo Ramos, the midfielder, the full-back, and the young talent all converted with composure for PSG to seal a 4-1 shootout win.
Now 14-time champions Paris Saint-Germain, who faced last season's Ligue 1 runners-up Marseille after completing a league and cup double, have now lifted this trophy for the 12th time in the past 13 seasons.
