The Parisian club has now claimed the season-opening trophy on 14 different times.
Paris Saint-Germain required a dramatic leveler followed by a successful penalty shootout to get past their arch-rivals in Kuwait and secure a record-extending fourth consecutive Trophee des Champions title.
The Champions League holders seemed to be sailing towards a comfortable triumph in the match featuring the Ligue 1 champions and the Coupe de France winners after Ousmane Dembele opened the net early on.
Yet, Marseille fired two times late to seize a surprise advantage. First, Mason Greenwood scored from the spot-kick, before the defender unfortunately turned the ball into his own net for an own goal.
In a remarkable twist of fortune, Goncalo Ramos snatched a vital leveler in the final moments to force the match into a penalty shootout. PSG goalkeeper Chevalier then stood as the key figure, saving decisive kicks from O'Riley and Hamed Traore.
From the spot, Goncalo Ramos, the midfielder, Nuno Mendes, and the young talent all scored with composure for Paris Saint-Germain to seal a 4-1 penalty win.
Now 14-time winners Paris Saint-Germain, who met last season's Ligue 1 runners-up Olympique de Marseille after completing a league and cup double, have now lifted this competition for the 12th time in the past thirteen years.
