The Parisian club has now secured the season-opening cup on 14 separate occasions.
Paris Saint-Germain needed a stoppage-time leveler followed by a perfect penalty shootout to overcome their arch-rivals in the Gulf and secure a fourth straight Trophee des Champions victory.
The European champions appeared to be coasting towards a straightforward win in the match between the French league winners and the Coupe de France holders after Ousmane Dembele found the net in the opening stages.
Yet, Marseille fired twice late to seize a shock lead. First, the English forward scored from the spot-kick, before Willian Pacho inadvertently directed the ball into his own net for an own goal.
In a remarkable twist of events, the Portuguese striker grabbed a crucial equaliser in the final seconds to send the match into a deciding shootout. The Parisian shot-stopper Lucas Chevalier then stood as the hero, stopping decisive attempts from Matt O'Riley and Hamed Traore.
In the shootout, Ramos, Vitinha, the full-back, and the young talent all converted with composure for PSG to complete a 4-1 penalty victory.
The record winners PSG, who met last season's Ligue 1 runners-up Olympique de Marseille after completing a league and cup double, have now lifted this trophy for the 12th time in the past 13 seasons.