The Parisian club has now claimed the season-opening cup on 14 separate occasions.
Paris Saint-Germain needed a stoppage-time leveler followed by a perfect penalty shootout to get past their arch-rivals in Kuwait and capture a fourth straight Trophee des Champions title.
The Champions League holders seemed to be sailing towards a comfortable triumph in the match featuring the Ligue 1 winners and the French Cup winners after Ousmane Dembele found the scoring in the opening stages.
Yet, Marseille fired two times in the closing moments to take a surprise advantage. First, the English forward scored from the spot-kick, before Willian Pacho inadvertently turned the ball into his own net for an own goal.
In a remarkable twist of events, Goncalo Ramos snatched a vital equaliser in the dying moments to force the contest into a deciding shootout. PSG goalkeeper Chevalier then stood as the key figure, saving crucial kicks from O'Riley and Hamed Traore.
In the shootout, Ramos, Vitinha, the full-back, and the young talent all converted successfully for PSG to complete a 4-1 penalty win.
Now 14-time winners Paris Saint-Germain, who met last season's Ligue 1 second-placed team Olympique de Marseille after achieving a domestic double, have now lifted this competition for the 12th time in the last 13 seasons.