PSG has now won the season-opening cup on 14 separate times.
Paris Saint-Germain needed a dramatic leveler followed by a perfect spot-kick decider to overcome their arch-rivals in Kuwait and capture a fourth straight Trophee des Champions victory.
The Champions League holders seemed to be coasting towards a straightforward win in the match featuring the French league winners and the French Cup winners after Ousmane Dembele opened the scoring in the opening stages.
However, Marseille fired twice in the closing moments to seize a shock advantage. First, 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 twist of events, Goncalo Ramos snatched a vital equaliser in the dying seconds to send the match into a penalty shootout. PSG goalkeeper Lucas Chevalier then stood as the key figure, stopping crucial attempts from Matt O'Riley and Hamed Traore.
In the shootout, Ramos, the midfielder, the full-back, and the young talent all scored with composure for PSG to seal a convincing penalty win.
Now 14-time champions Paris Saint-Germain, who faced last season's Ligue 1 runners-up Marseille after completing a domestic double, have now won this competition for the 12th time in the past thirteen years.