PSG has now secured the season-opening cup on fourteen separate times.
The Parisian giants required a stoppage-time equaliser followed by a perfect penalty shootout to overcome their arch-rivals in the Gulf and secure a fourth straight Trophee des Champions victory.
The Champions League holders seemed to be coasting towards a comfortable win in the match between the Ligue 1 winners and the Coupe de France holders after Ousmane Dembele opened the net in the opening stages.
However, Marseille struck twice late to seize a shock advantage. First, the English forward scored from the spot-kick, before the defender unfortunately directed the ball into his own net for an own goal.
In a breathtaking turn of events, the Portuguese striker grabbed a crucial leveler in the dying moments to force the match into a deciding shootout. The Parisian shot-stopper Chevalier then stood as the hero, stopping crucial attempts from O'Riley and Hamed Traore.
In the shootout, Ramos, the midfielder, the full-back, and Desire Doue all scored successfully for Paris Saint-Germain 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 completing a league and cup double, have now lifted this trophy for the 12th time in the past 13 seasons.