The Parisian club has now won the season-opening trophy on 14 separate occasions.
Paris Saint-Germain required a dramatic equaliser followed by a successful penalty shootout to get past Marseille in the Gulf and secure a fourth straight Trophee des Champions title.
The Champions League holders appeared to be coasting towards a comfortable triumph in the showdown featuring the French league champions and the Coupe de France holders after Ousmane Dembele found the net early on.
However, Marseille struck two times in the closing moments to take a shock lead. First, Mason Greenwood 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 crucial equaliser in the final moments to send the match into a penalty shootout. The Parisian shot-stopper Lucas Chevalier then emerged as the key figure, saving decisive attempts from O'Riley and Traore.
From the spot, Ramos, Vitinha, the full-back, and the young talent all converted successfully for PSG to complete a 4-1 shootout win.
The record winners Paris Saint-Germain, who met last season's Ligue 1 runners-up Olympique de Marseille after completing a domestic double, have now won this trophy for the twelfth time in the past 13 seasons.
