The Parisian club has now won the season-opening trophy on fourteen different times.
Paris Saint-Germain needed a dramatic equaliser followed by a perfect penalty shootout to get past their arch-rivals in Kuwait and secure a fourth straight Trophee des Champions victory.
The Champions League holders appeared to be sailing towards a comfortable win in the match between the French league champions and the French Cup holders after Ousmane Dembele opened the net early on.
However, Marseille fired twice late to seize a shock advantage. First, the English forward 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 fortune, Goncalo Ramos grabbed a crucial equaliser in the dying moments to force the contest into a penalty shootout. PSG goalkeeper Chevalier then emerged as the key figure, saving crucial attempts from O'Riley and Traore.
From the spot, Goncalo Ramos, Vitinha, Nuno Mendes, and the young talent all converted successfully for PSG to seal a convincing penalty win.
The record champions Paris Saint-Germain, who faced last season's Ligue 1 second-placed team Olympique de Marseille after achieving a league and cup double, have now lifted this competition for the 12th time in the past 13 years.