PSG has now won the season-opening cup on fourteen different occasions.
Paris Saint-Germain required 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 Champions League holders appeared to be sailing towards a comfortable triumph in the showdown between the Ligue 1 winners and the Coupe de France winners after the French winger opened the net in the opening stages.
However, Marseille struck two times in the closing moments to take a surprise advantage. First, Mason Greenwood 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, Goncalo Ramos grabbed a crucial equaliser in the final seconds to send the contest into a deciding shootout. The Parisian shot-stopper Lucas Chevalier then stood as the key figure, stopping decisive kicks from O'Riley and Traore.
In the shootout, Goncalo Ramos, the midfielder, the full-back, and the young talent all converted with composure for Paris Saint-Germain to seal a 4-1 penalty victory.
Now 14-time winners PSG, who met last season's Ligue 1 runners-up Marseille after completing a domestic double, have now lifted this trophy for the twelfth time in the last 13 seasons.
