The Parisian club has now won the season-opening trophy on 14 separate occasions.
Paris Saint-Germain required a dramatic equaliser followed by a successful spot-kick decider to get past their arch-rivals in the Gulf and secure a fourth straight Trophee des Champions title.
The Champions League holders appeared to be sailing towards a straightforward win in the match between the French league champions and the Coupe de France winners after the French winger opened the scoring in the opening stages.
Yet, Marseille fired two times late to take 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 remarkable twist of events, the Portuguese striker snatched a vital equaliser in the dying seconds to force the contest into a deciding shootout. PSG goalkeeper Chevalier then emerged as the hero, stopping decisive attempts from O'Riley and Hamed Traore.
In the shootout, Ramos, the midfielder, the full-back, and the young talent all scored with composure for Paris Saint-Germain to seal a 4-1 shootout victory.
The record champions Paris Saint-Germain, who faced last season's Ligue 1 runners-up Olympique de Marseille after achieving a domestic double, have now won this competition for the twelfth time in the past 13 years.