The Parisian club has now won the season-opening cup on 14 separate occasions.
Paris Saint-Germain required a dramatic equaliser followed by a perfect penalty shootout to get past their arch-rivals in Kuwait and capture a fourth straight Trophee des Champions title.
The Champions League holders seemed to be sailing towards a comfortable triumph in the showdown featuring the Ligue 1 champions and the French Cup holders after the French winger opened the net in the opening stages.
However, Marseille struck twice in the closing moments to seize a surprise lead. Initially, Mason Greenwood converted 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 crucial equaliser in the dying moments to force the match into a deciding shootout. PSG goalkeeper Lucas Chevalier then emerged as the key figure, stopping decisive attempts from Matt O'Riley and Hamed Traore.
In the shootout, Ramos, Vitinha, the full-back, and Desire Doue all converted with composure for PSG to complete a 4-1 penalty victory.
The record winners PSG, who faced last season's Ligue 1 second-placed team Marseille after completing a league and cup double, have now won this trophy for the twelfth time in the last thirteen years.