The Parisian club has now secured the prestigious cup on fourteen separate occasions.
Paris Saint-Germain needed a dramatic leveler followed by a perfect penalty shootout to get past their arch-rivals in the Gulf and capture a fourth straight Trophee des Champions victory.
The European champions seemed to be coasting towards a straightforward triumph in the match between the French league champions and the Coupe de France holders after Ousmane Dembele found the scoring early on.
Yet, Marseille struck two times late to seize a shock lead. Initially, 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, Goncalo Ramos snatched a vital leveler in the final seconds to force the match into a deciding shootout. PSG goalkeeper Chevalier then emerged as the key figure, saving decisive kicks from O'Riley and Traore.
From the spot, Goncalo Ramos, the midfielder, Nuno Mendes, and Desire Doue all scored successfully for PSG to complete a 4-1 penalty win.
Now 14-time winners Paris Saint-Germain, who faced last season's Ligue 1 second-placed team Marseille after completing a league and cup double, have now lifted this competition for the twelfth time in the last 13 years.