The Parisian club has now claimed the prestigious trophy on fourteen separate times.
Paris Saint-Germain required a stoppage-time leveler followed by a perfect penalty shootout to get past their arch-rivals in the Gulf and secure a fourth straight Trophee des Champions victory.
The Champions League holders appeared to be coasting towards a comfortable triumph in the match featuring the Ligue 1 champions and the French Cup winners after Ousmane Dembele found the scoring early on.
However, Marseille struck twice late to take a surprise advantage. Initially, the English forward scored from the penalty spot, before the defender unfortunately turned the ball into his own net for an own-goal.
In a breathtaking twist of fortune, Goncalo Ramos snatched a vital leveler in the dying seconds to send the contest into a deciding shootout. PSG goalkeeper Chevalier then emerged as the key figure, saving decisive kicks from O'Riley and Traore.
From the spot, Ramos, the midfielder, the full-back, and the young talent all scored successfully for PSG to complete a 4-1 penalty victory.
The record champions Paris Saint-Germain, who met last season's Ligue 1 second-placed team Marseille after completing a league and cup double, have now lifted this competition for the 12th time in the last 13 seasons.