PSG has now claimed the prestigious cup on 14 different times.
The Parisian giants required a stoppage-time leveler followed by a successful spot-kick decider to get past their arch-rivals in the Gulf and secure a fourth straight Trophee des Champions title.
The Champions League holders appeared to be coasting towards a comfortable win in the showdown between the Ligue 1 winners and the Coupe de France holders after Ousmane Dembele opened the net early on.
Yet, Marseille struck twice late to seize a shock advantage. Initially, Mason Greenwood scored from the penalty spot, before the defender inadvertently turned the ball into his own net for an own-goal.
In a breathtaking twist of events, the Portuguese striker snatched a crucial equaliser in the dying seconds to send the contest into a deciding shootout. PSG goalkeeper Lucas Chevalier then stood as the key figure, stopping crucial kicks from O'Riley and Traore.
From the spot, Goncalo Ramos, the midfielder, the full-back, and the young talent all scored successfully for Paris Saint-Germain to seal a 4-1 shootout victory.
Now 14-time champions PSG, who faced last season's Ligue 1 runners-up Marseille after completing a league and cup double, have now lifted this competition for the 12th time in the last 13 seasons.