The Parisian club has now claimed the season-opening trophy on 14 different times.
Paris Saint-Germain required a dramatic equaliser followed by a perfect spot-kick decider to get past Marseille in the Gulf and capture a record-extending fourth consecutive Trophee des Champions victory.
The European champions appeared to be coasting towards a straightforward win in the match featuring the French league winners and the French Cup holders after Ousmane Dembele found the scoring early on.
Yet, Marseille fired twice in the closing moments to seize a shock lead. First, the English forward scored from the penalty spot, before the defender unfortunately turned the ball into his own net for an own goal.
In a breathtaking twist of events, Goncalo Ramos grabbed a vital leveler in the final seconds to force the contest into a deciding shootout. PSG goalkeeper Chevalier then stood as the key figure, stopping crucial kicks from O'Riley and Traore.
From the spot, Goncalo Ramos, the midfielder, the full-back, and the young talent all scored with composure for Paris Saint-Germain to seal a 4-1 shootout win.
The record winners Paris Saint-Germain, who met last season's Ligue 1 second-placed team Marseille after achieving a league and cup double, have now lifted this competition for the twelfth time in the last 13 seasons.