The Parisian club has now won the prestigious trophy on 14 separate times.
The Parisian giants required a stoppage-time equaliser followed by a perfect spot-kick decider to overcome their arch-rivals in the Gulf and capture a record-extending fourth consecutive Trophee des Champions victory.
The Champions League holders seemed to be sailing towards a comfortable triumph in the showdown between the French league champions and the French Cup holders after the French winger found the scoring in the opening stages.
Yet, Marseille fired two times in the closing moments to take a shock advantage. First, the English forward converted from the spot-kick, before the defender unfortunately turned the ball into his own net for an own-goal.
In a remarkable twist of fortune, the Portuguese striker snatched a crucial equaliser in the final moments to send the contest into a deciding shootout. The Parisian shot-stopper Lucas Chevalier then emerged as the hero, saving decisive kicks from Matt O'Riley and Hamed Traore.
In the shootout, Goncalo Ramos, Vitinha, the full-back, and Desire Doue all converted with composure for PSG to seal a convincing shootout win.
Now 14-time winners Paris Saint-Germain, who met last season's Ligue 1 runners-up Marseille after achieving a league and cup double, have now won this competition for the twelfth time in the past 13 seasons.