The Parisian club has now secured the season-opening cup on 14 different times.
The Parisian giants needed a stoppage-time equaliser followed by a successful spot-kick decider to overcome their arch-rivals in the Gulf and capture a record-extending fourth consecutive Trophee des Champions victory.
The European champions seemed to be coasting towards a straightforward win in the showdown between the French league champions and the French Cup holders after Ousmane Dembele found the net in the opening stages.
Yet, Marseille fired twice in the closing moments to take a shock lead. Initially, 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 remarkable turn of events, the Portuguese striker snatched a vital leveler in the final seconds to force the contest into a penalty shootout. PSG goalkeeper Lucas Chevalier then stood as the hero, saving decisive attempts from O'Riley and Hamed Traore.
In the shootout, Goncalo Ramos, the midfielder, Nuno Mendes, and Desire Doue all converted with composure for PSG to complete a 4-1 penalty victory.
The record champions Paris Saint-Germain, who met last season's Ligue 1 runners-up Olympique de Marseille after achieving a domestic double, have now lifted this competition for the twelfth time in the past thirteen years.