PSG has now claimed the season-opening trophy on fourteen different times.
The Parisian giants needed a stoppage-time equaliser followed by a perfect spot-kick decider to get past their arch-rivals in Kuwait and capture a fourth straight Trophee des Champions title.
The Champions League holders appeared to be sailing towards a straightforward triumph in the showdown featuring the Ligue 1 champions and the Coupe de France winners after the French winger found the net in the opening stages.
Yet, Marseille fired two times late to take a shock advantage. Initially, Mason Greenwood scored from the spot-kick, before Willian Pacho inadvertently directed the ball into his own net for an own goal.
In a breathtaking turn of events, Goncalo Ramos snatched a crucial equaliser in the dying seconds to send the contest into a penalty shootout. PSG goalkeeper Lucas Chevalier then emerged as the hero, saving crucial kicks 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 Paris Saint-Germain to complete a convincing penalty victory.
Now 14-time champions Paris Saint-Germain, who faced last season's Ligue 1 second-placed team Olympique de Marseille after achieving a league and cup double, have now lifted this trophy for the 12th time in the last thirteen seasons.