PSG has now won the season-opening trophy on 14 separate 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 Champions League holders seemed to be sailing towards a comfortable triumph in the match between the Ligue 1 champions and the French Cup holders after the French winger found the net early on.
However, Marseille fired twice late to take a shock advantage. 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 snatched a crucial equaliser in the dying moments to force the contest into a penalty shootout. The Parisian shot-stopper Lucas Chevalier then stood as the key figure, saving crucial attempts from O'Riley and Traore.
In the shootout, Ramos, the midfielder, the full-back, and Desire Doue all converted with composure for Paris Saint-Germain to complete a convincing shootout victory.
The record champions Paris Saint-Germain, who met last season's Ligue 1 runners-up Marseille after completing a league and cup double, have now won this trophy for the twelfth time in the past 13 years.
