The Parisian club has now secured the season-opening cup on 14 separate times.
The Parisian giants needed a stoppage-time leveler followed by a successful spot-kick decider to overcome their arch-rivals in the Gulf and capture a fourth straight Trophee des Champions victory.
The Champions League holders seemed to be coasting towards a straightforward win in the showdown between the Ligue 1 champions and the Coupe de France holders after the French winger found the net in the opening stages.
Yet, Marseille fired twice late to take a shock 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 breathtaking twist of events, the Portuguese striker grabbed a crucial leveler in the dying seconds to send the match into a penalty shootout. The Parisian shot-stopper Lucas Chevalier then emerged as the hero, stopping decisive attempts from O'Riley and Traore.
In the shootout, Goncalo Ramos, the midfielder, the full-back, and Desire Doue all converted successfully for Paris Saint-Germain to seal a convincing penalty victory.
Now 14-time winners Paris Saint-Germain, who faced last season's Ligue 1 runners-up Marseille after completing a domestic double, have now won this trophy for the twelfth time in the last 13 years.