The Parisian club has now secured the season-opening cup on 14 separate times.
Paris Saint-Germain needed a stoppage-time equaliser followed by a perfect spot-kick decider to overcome Marseille in Kuwait and capture a record-extending fourth consecutive Trophee des Champions title.
The Champions League holders appeared to be coasting towards a comfortable triumph in the match between the Ligue 1 champions and the Coupe de France holders after Ousmane Dembele found the scoring in the opening stages.
Yet, Marseille fired twice late to take a surprise lead. Initially, the English forward converted from the spot-kick, before Willian Pacho inadvertently directed the ball into his own net for an own-goal.
In a remarkable turn of fortune, Goncalo Ramos grabbed a crucial equaliser in the final moments to send the contest into a deciding shootout. The Parisian shot-stopper Lucas Chevalier then stood as the hero, saving decisive kicks from O'Riley and Traore.
In the shootout, Ramos, the midfielder, the full-back, and Desire Doue all converted with composure for PSG to seal a 4-1 shootout victory.
The record champions Paris Saint-Germain, who faced last season's Ligue 1 second-placed team Marseille after achieving a league and cup double, have now lifted this competition for the 12th time in the past 13 years.