The Parisian club has now secured the season-opening cup on fourteen different occasions.
Paris Saint-Germain required a stoppage-time leveler followed by a perfect spot-kick decider to get past Marseille in the Gulf and capture a record-extending fourth consecutive Trophee des Champions title.
The European champions appeared to be sailing towards a straightforward win in the showdown between the Ligue 1 winners and the Coupe de France winners after Ousmane Dembele found the net in the opening stages.
However, Marseille fired twice in the closing moments to take a surprise advantage. Initially, the English forward scored from the penalty spot, before the defender unfortunately directed the ball into his own net for an own-goal.
In a remarkable twist of events, the Portuguese striker grabbed a vital leveler in the dying moments to force the match into a deciding shootout. PSG goalkeeper Lucas Chevalier then emerged as the hero, stopping decisive kicks from O'Riley and Hamed Traore.
In the shootout, Ramos, the midfielder, the full-back, and Desire Doue all converted successfully for PSG to complete a convincing penalty win.
Now 14-time winners Paris Saint-Germain, who met last season's Ligue 1 runners-up Olympique de Marseille after achieving a league and cup double, have now won this competition for the twelfth time in the last thirteen seasons.