The Parisian club has now won the season-opening trophy on 14 separate times.
Paris Saint-Germain required a stoppage-time leveler followed by a perfect penalty shootout to overcome their arch-rivals in the Gulf and secure a fourth straight Trophee des Champions victory.
The European champions seemed to be coasting towards a comfortable triumph in the match featuring the Ligue 1 champions and the French Cup holders after the French winger found the net in the opening stages.
However, Marseille struck twice late to take a shock advantage. Initially, Mason Greenwood scored from the penalty spot, before Willian Pacho inadvertently directed the ball into his own net for an own goal.
In a remarkable twist of events, the Portuguese striker grabbed a crucial equaliser in the dying moments to force the contest into a penalty shootout. PSG goalkeeper Chevalier then stood as the key figure, saving crucial attempts from Matt O'Riley and Traore.
In the shootout, Goncalo Ramos, Vitinha, Nuno Mendes, and the young talent all converted with composure for PSG to complete a 4-1 penalty victory.
Now 14-time winners Paris Saint-Germain, who met last season's Ligue 1 second-placed team Olympique de Marseille after completing a league and cup double, have now lifted this trophy for the twelfth time in the past thirteen years.