PSG has now claimed the season-opening cup on 14 different times.
Paris Saint-Germain needed a stoppage-time equaliser followed by a perfect 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 straightforward triumph in the match featuring the Ligue 1 champions and the French Cup holders after Ousmane Dembele opened the net early on.
Yet, Marseille fired twice late to seize a shock advantage. Initially, Mason Greenwood converted from the spot-kick, before the defender unfortunately directed the ball into his own net for an own-goal.
In a breathtaking turn of fortune, the Portuguese striker snatched a vital leveler in the dying moments to send the match into a penalty shootout. PSG goalkeeper Chevalier then emerged as the key figure, stopping decisive kicks from Matt O'Riley and Traore.
In the shootout, Ramos, the midfielder, the full-back, and the young talent all converted successfully for PSG to seal a 4-1 penalty win.
Now 14-time champions PSG, who faced last season's Ligue 1 runners-up Marseille after achieving a domestic double, have now won this competition for the 12th time in the last 13 seasons.
