PSG has now won the season-opening cup on 14 separate times.
Paris Saint-Germain required a stoppage-time equaliser followed by a perfect penalty shootout to get past their arch-rivals in Kuwait and secure a record-extending fourth consecutive Trophee des Champions victory.
The European champions appeared to be sailing towards a comfortable win in the showdown between the French league champions and the French Cup holders after Ousmane Dembele opened the net early on.
Yet, Marseille fired twice in the closing moments to take a surprise lead. First, the English forward converted from the spot-kick, before Willian Pacho unfortunately turned the ball into his own net for an own goal.
In a breathtaking turn of fortune, the Portuguese striker snatched a vital equaliser in the dying moments to force the match into a deciding shootout. The Parisian shot-stopper Chevalier then stood as the hero, saving decisive attempts from O'Riley and Traore.
In the shootout, Ramos, the midfielder, the full-back, and Desire Doue all scored with composure for Paris Saint-Germain to seal a convincing penalty victory.
Now 14-time champions Paris Saint-Germain, who met last season's Ligue 1 runners-up Marseille after achieving a league and cup double, have now lifted this competition for the twelfth time in the past 13 years.