The Parisian club has now claimed the season-opening trophy on 14 separate times.
Paris Saint-Germain needed a stoppage-time equaliser followed by a perfect spot-kick decider to get past Marseille in Kuwait and secure a fourth straight Trophee des Champions victory.
The Champions League holders seemed to be sailing towards a comfortable triumph in the showdown between the French league winners and the Coupe de France holders after Ousmane Dembele found the net early on.
However, Marseille struck two times late to take a shock advantage. Initially, Mason Greenwood converted from the spot-kick, before the defender unfortunately directed the ball into his own net for an own-goal.
In a breathtaking turn of fortune, the Portuguese striker snatched a vital equaliser in the final moments to force the contest into a penalty shootout. The Parisian shot-stopper Lucas Chevalier then stood as the key figure, saving crucial kicks from O'Riley and Traore.
In the shootout, Goncalo Ramos, Vitinha, the full-back, and Desire Doue all converted with composure for Paris Saint-Germain to seal a 4-1 shootout win.
The record champions PSG, who met last season's Ligue 1 runners-up Olympique de Marseille after achieving a league and cup double, have now won this competition for the 12th time in the last 13 years.