PSG has now secured the prestigious trophy on 14 different occasions.
Paris Saint-Germain needed a stoppage-time leveler followed by a perfect spot-kick decider to overcome their arch-rivals in the Gulf and secure a fourth straight Trophee des Champions title.
The European champions appeared to be coasting towards a comfortable triumph in the showdown featuring the Ligue 1 champions and the French Cup winners after Ousmane Dembele opened the scoring early on.
However, Marseille fired twice in the closing moments to take a shock lead. Initially, the English forward 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, the Portuguese striker grabbed a vital leveler in the dying moments to send the contest into a penalty shootout. PSG goalkeeper Lucas Chevalier then stood as the hero, stopping crucial kicks from O'Riley and Traore.
From the spot, Goncalo Ramos, the midfielder, Nuno Mendes, and the young talent all scored successfully for PSG to complete a convincing shootout win.
The record champions Paris Saint-Germain, who faced last season's Ligue 1 second-placed team Marseille after completing a domestic double, have now lifted this trophy for the 12th time in the past thirteen years.