The Parisian club has now won the prestigious cup on 14 different occasions.
The Parisian giants needed a stoppage-time equaliser followed by a perfect spot-kick decider to overcome their arch-rivals in the Gulf and capture a fourth straight Trophee des Champions title.
The European champions appeared to be sailing towards a comfortable triumph in the showdown featuring the Ligue 1 winners and the Coupe de France holders after the French winger found the net in the opening stages.
However, Marseille fired twice late to seize a shock lead. Initially, Mason Greenwood converted from the penalty spot, before the defender unfortunately directed the ball into his own net for an own goal.
In a remarkable twist of events, the Portuguese striker snatched a crucial leveler in the dying seconds to force the match into a penalty shootout. PSG goalkeeper Lucas Chevalier then emerged as the hero, saving crucial attempts from O'Riley and Traore.
From the spot, Ramos, the midfielder, the full-back, and Desire Doue all converted with composure for PSG to seal a 4-1 shootout win.
The record winners Paris Saint-Germain, who met last season's Ligue 1 runners-up Marseille after completing a domestic double, have now won this competition for the twelfth time in the last 13 years.