The Parisian club has now secured the season-opening cup on 14 separate occasions.
Paris Saint-Germain needed a stoppage-time leveler followed by a successful spot-kick decider to get past Marseille in Kuwait and capture a record-extending fourth consecutive Trophee des Champions victory.
The Champions League holders seemed to be coasting towards a straightforward triumph in the match featuring the Ligue 1 champions and the Coupe de France winners after Ousmane Dembele opened the scoring early on.
However, Marseille struck twice in the closing moments to seize a shock lead. First, Mason Greenwood converted from the spot-kick, before Willian Pacho unfortunately turned the ball into his own net for an own goal.
In a remarkable turn of fortune, the Portuguese striker grabbed a crucial leveler in the final moments to send the contest into a deciding shootout. The Parisian shot-stopper Lucas Chevalier then emerged as the key figure, stopping crucial kicks from Matt O'Riley and Hamed Traore.
In the shootout, Goncalo Ramos, the midfielder, Nuno Mendes, and the young talent all converted with composure for PSG to complete a 4-1 penalty victory.
The record champions PSG, who met last season's Ligue 1 runners-up Olympique de Marseille after completing a league and cup double, have now won this trophy for the twelfth time in the last 13 seasons.