PSG has now secured the season-opening cup on 14 separate occasions.
The Parisian giants needed a stoppage-time equaliser 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 European champions appeared to be coasting towards a comfortable win in the match featuring the Ligue 1 champions and the Coupe de France holders after Ousmane Dembele found the net in the opening stages.
However, Marseille fired twice in the closing moments to take a surprise advantage. First, the English forward scored from the penalty spot, before Willian Pacho inadvertently turned the ball into his own net for an own-goal.
In a remarkable turn of events, Goncalo Ramos snatched a vital leveler in the final moments to send the contest into a penalty shootout. The Parisian shot-stopper Lucas Chevalier then emerged as the hero, stopping decisive kicks from Matt O'Riley and Traore.
From the spot, Ramos, Vitinha, Nuno Mendes, and Desire Doue all scored with composure for PSG to seal a 4-1 shootout win.
Now 14-time champions Paris Saint-Germain, who faced last season's Ligue 1 second-placed team Marseille after completing a league and cup double, have now won this trophy for the 12th time in the past thirteen years.