The Parisian club has now secured the season-opening cup on fourteen separate occasions.
Paris Saint-Germain needed a dramatic equaliser followed by a perfect spot-kick decider to get past Marseille in the Gulf and capture a record-extending fourth consecutive Trophee des Champions title.
The Champions League holders appeared to be coasting towards a straightforward triumph in the showdown between the French league winners and the Coupe de France holders after Ousmane Dembele found the net early on.
Yet, the southern French side struck two times in the closing moments to take a surprise advantage. Initially, Mason Greenwood scored from the spot-kick, before Willian Pacho unfortunately turned the ball into his own net for an own goal.
In a remarkable turn of events, the Portuguese striker grabbed a vital equaliser in the final seconds to send the match into a penalty shootout. PSG goalkeeper Lucas Chevalier then emerged as the key figure, saving decisive attempts from O'Riley and Hamed Traore.
From the spot, Goncalo Ramos, the midfielder, Nuno Mendes, and the young talent all scored successfully for PSG to complete a 4-1 shootout win.
Now 14-time champions PSG, who met last season's Ligue 1 second-placed team Olympique de Marseille after completing a domestic double, have now lifted this competition for the 12th time in the last 13 years.