PSG has now won the prestigious cup on 14 different times.
Paris Saint-Germain needed a stoppage-time leveler followed by a perfect spot-kick decider to overcome their arch-rivals in the Gulf and secure a fourth straight Trophee des Champions title.
The European champions appeared to be coasting towards a comfortable win in the showdown featuring the Ligue 1 champions and the French Cup holders after Ousmane Dembele opened the scoring early on.
However, Marseille struck two times in the closing moments to take a surprise lead. Initially, the English forward converted from the spot-kick, before Willian Pacho unfortunately directed the ball into his own net for an own goal.
In a breathtaking twist of fortune, the Portuguese striker grabbed a crucial equaliser in the final moments to force the contest into a deciding shootout. The Parisian shot-stopper Lucas Chevalier then stood as the key figure, stopping decisive attempts from O'Riley and Hamed Traore.
From the spot, Goncalo Ramos, the midfielder, Nuno Mendes, and Desire Doue all scored successfully for Paris Saint-Germain to seal a 4-1 shootout victory.
Now 14-time champions PSG, who met last season's Ligue 1 second-placed team Marseille after achieving a domestic double, have now lifted this competition for the 12th time in the past thirteen seasons.
