PSG has now won the season-opening cup on 14 different times.
Paris Saint-Germain needed a dramatic equaliser followed by a successful penalty shootout to get past Marseille in the Gulf and secure a fourth straight Trophee des Champions victory.
The Champions League holders seemed to be sailing towards a comfortable win in the showdown featuring the Ligue 1 champions and the French Cup holders after the French winger opened the net in the opening stages.
Yet, Marseille fired two times late to take a shock lead. Initially, the English forward converted from the penalty spot, before Willian Pacho inadvertently directed the ball into his own net for an own goal.
In a breathtaking twist of events, Goncalo Ramos snatched a vital equaliser in the dying moments to force the contest into a penalty shootout. PSG goalkeeper Chevalier then stood as the hero, stopping decisive kicks from O'Riley and Traore.
In the shootout, Goncalo Ramos, Vitinha, Nuno Mendes, and the young talent all scored with composure for PSG to complete a 4-1 penalty victory.
The record winners Paris Saint-Germain, who faced last season's Ligue 1 runners-up Marseille after completing a league and cup double, have now lifted this competition for the twelfth time in the past thirteen seasons.