PSG has now secured the season-opening trophy on 14 separate times.
Paris Saint-Germain required a dramatic leveler followed by a perfect spot-kick decider to get past their arch-rivals in the Gulf and capture a record-extending fourth consecutive Trophee des Champions title.
The Champions League holders seemed to be sailing towards a straightforward triumph in the match featuring the Ligue 1 winners and the Coupe de France winners after Ousmane Dembele found the scoring early on.
However, Marseille fired two times in the closing moments to seize a surprise advantage. First, the English forward converted from the spot-kick, before the defender inadvertently directed the ball into his own net for an own-goal.
In a breathtaking twist of fortune, Goncalo Ramos grabbed a crucial leveler in the final seconds to force the contest into a deciding shootout. PSG goalkeeper Lucas Chevalier then emerged as the key figure, saving crucial attempts from Matt O'Riley and Traore.
From the spot, Ramos, the midfielder, the full-back, and the young talent all converted with composure for Paris Saint-Germain to seal a 4-1 penalty win.
The record winners Paris Saint-Germain, who faced last season's Ligue 1 runners-up Olympique de Marseille after achieving a domestic double, have now won this competition for the 12th time in the last thirteen seasons.
