The Parisian club has now claimed the prestigious trophy on fourteen separate occasions.
Paris Saint-Germain needed a dramatic equaliser followed by a successful spot-kick decider to get past Marseille in the Gulf and secure a fourth straight Trophee des Champions victory.
The European champions appeared to be sailing towards a comfortable triumph in the match featuring the Ligue 1 champions and the French Cup winners after Ousmane Dembele found the scoring early on.
Yet, 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 turn of events, Goncalo Ramos grabbed a crucial equaliser in the dying moments to force the match into a penalty shootout. PSG goalkeeper Chevalier then stood as the key figure, stopping crucial attempts from O'Riley and Hamed Traore.
In the shootout, Ramos, the midfielder, the full-back, and Desire Doue all converted successfully for PSG to complete a convincing shootout victory.
The record champions Paris Saint-Germain, who met last season's Ligue 1 runners-up Olympique de Marseille after completing a league and cup double, have now lifted this competition for the twelfth time in the last 13 years.