The Parisian club has now secured the season-opening cup on 14 different times.
Paris Saint-Germain required a stoppage-time equaliser followed by a perfect penalty shootout to overcome their arch-rivals in the Gulf and capture a record-extending fourth consecutive Trophee des Champions title.
The Champions League holders seemed to be coasting towards a straightforward triumph in the match featuring the French league champions and the Coupe de France winners after the French winger opened the net in the opening stages.
However, Marseille struck two times in the closing moments to take a surprise lead. Initially, Mason Greenwood scored from the penalty spot, before Willian Pacho inadvertently turned 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 dying seconds to send the match into a penalty shootout. The Parisian shot-stopper Lucas Chevalier then emerged as the key figure, saving crucial kicks from Matt O'Riley and 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 shootout victory.
The record winners PSG, who faced last season's Ligue 1 runners-up Olympique de Marseille after completing a league and cup double, have now won this trophy for the 12th time in the last thirteen seasons.