The Parisian club has now claimed the season-opening cup on fourteen separate times.
The Parisian giants required a dramatic equaliser followed by a perfect spot-kick decider to overcome Marseille in the Gulf and secure a fourth straight Trophee des Champions title.
The Champions League holders appeared to be sailing towards a straightforward win in the showdown between the Ligue 1 winners and the Coupe de France holders after Ousmane Dembele opened the scoring early on.
Yet, Marseille fired twice in the closing moments to take a shock lead. Initially, the English forward converted from the penalty spot, before the defender unfortunately turned the ball into his own net for an own goal.
In a breathtaking turn of events, the Portuguese striker grabbed a vital equaliser in the final moments to force the contest into a deciding shootout. PSG goalkeeper Lucas Chevalier then emerged as the hero, saving crucial kicks from O'Riley and Hamed Traore.
In the shootout, Goncalo Ramos, Vitinha, the full-back, and the young talent all converted successfully for Paris Saint-Germain to complete a 4-1 shootout victory.
Now 14-time champions Paris Saint-Germain, who met last season's Ligue 1 second-placed team Olympique de Marseille after achieving a league and cup double, have now won this competition for the twelfth time in the last 13 seasons.