PSG has now claimed the season-opening trophy on 14 different times.
The Parisian giants needed a stoppage-time equaliser followed by a perfect spot-kick decider to overcome their arch-rivals in the Gulf and secure a record-extending fourth consecutive Trophee des Champions title.
The Champions League holders appeared to be sailing towards a straightforward win in the showdown featuring the Ligue 1 champions and the Coupe de France holders after Ousmane Dembele found the net early on.
Yet, Marseille struck two times in the closing moments to take a shock advantage. First, Mason Greenwood converted from the spot-kick, before the defender unfortunately turned the ball into his own net for an own-goal.
In a breathtaking twist of events, the Portuguese striker snatched a vital equaliser in the dying moments to send the contest into a penalty shootout. PSG goalkeeper Chevalier then stood as the hero, saving decisive attempts from Matt O'Riley and Hamed Traore.
In the shootout, Ramos, Vitinha, the full-back, and the young talent all converted successfully for Paris Saint-Germain to complete a convincing penalty victory.
The record champions PSG, who met last season's Ligue 1 second-placed team Olympique de Marseille after achieving a domestic double, have now lifted this trophy for the twelfth time in the last 13 years.