The Parisian club has now won the season-opening cup on fourteen separate times.
Paris Saint-Germain needed a stoppage-time equaliser followed by a perfect spot-kick decider to get past Marseille in the Gulf and capture a record-extending fourth consecutive Trophee des Champions victory.
The Champions League holders seemed to be coasting towards a straightforward triumph in the showdown between the Ligue 1 winners and the Coupe de France holders after the French winger opened the net early on.
Yet, Marseille fired two times in the closing moments to take a shock lead. Initially, Mason Greenwood scored from the penalty spot, before the defender unfortunately directed the ball into his own net for an own-goal.
In a breathtaking turn of fortune, the Portuguese striker grabbed a vital equaliser in the dying moments to send the match into a deciding shootout. PSG goalkeeper Lucas Chevalier then emerged as the hero, saving crucial kicks from Matt O'Riley and Hamed Traore.
In the shootout, Goncalo Ramos, Vitinha, Nuno Mendes, and Desire Doue all converted with composure for Paris Saint-Germain to seal a convincing penalty win.
Now 14-time champions Paris Saint-Germain, who met last season's Ligue 1 runners-up Olympique de Marseille after completing a league and cup double, have now won this competition for the twelfth time in the past 13 seasons.