The Parisian club has now claimed the prestigious trophy on fourteen separate times.
Paris Saint-Germain required a dramatic leveler followed by a successful spot-kick decider to get past their arch-rivals in the Gulf and capture a fourth straight Trophee des Champions title.
The European champions appeared to be coasting towards a comfortable triumph in the showdown featuring the French league champions and the French Cup holders after Ousmane Dembele opened the net early on.
Yet, Marseille fired twice in the closing moments to take a shock lead. Initially, the English forward converted from the spot-kick, before the defender unfortunately turned the ball into his own net for an own goal.
In a remarkable turn of events, Goncalo Ramos grabbed a vital equaliser in the final moments to send the contest into a penalty shootout. PSG goalkeeper Chevalier then stood as the key figure, stopping decisive attempts from O'Riley and Hamed Traore.
From the spot, Ramos, the midfielder, the full-back, and the young talent all scored with composure for PSG to complete a convincing shootout win.
The record champions Paris Saint-Germain, who met last season's Ligue 1 runners-up Marseille after achieving a domestic double, have now won this competition for the twelfth time in the last 13 years.