The Parisian club has now won the season-opening cup on 14 different occasions.
Paris Saint-Germain needed a dramatic equaliser followed by a perfect spot-kick decider to get past their arch-rivals in the Gulf and capture a record-extending fourth consecutive Trophee des Champions title.
The European champions appeared to be sailing towards a comfortable win in the showdown between the French league winners and the Coupe de France holders after Ousmane Dembele found the scoring early on.
Yet, Marseille fired twice in the closing moments to take a shock advantage. First, the English forward scored from the penalty spot, before the defender unfortunately turned the ball into his own net for an own-goal.
In a breathtaking twist of fortune, the Portuguese striker grabbed a vital leveler in the final moments to send the match into a deciding shootout. PSG goalkeeper Lucas Chevalier then emerged as the key figure, stopping crucial attempts from O'Riley and Hamed Traore.
In the shootout, Ramos, the midfielder, Nuno Mendes, and Desire Doue all scored successfully for Paris Saint-Germain to complete a 4-1 penalty victory.
The record champions Paris Saint-Germain, who faced last season's Ligue 1 second-placed team Olympique de Marseille after achieving a domestic double, have now lifted this trophy for the twelfth time in the past 13 seasons.
