The Parisian club has now claimed the prestigious trophy on 14 separate times.
Paris Saint-Germain needed a dramatic equaliser followed by a successful penalty shootout to get past their arch-rivals in the Gulf and capture a record-extending fourth consecutive Trophee des Champions title.
The European champions seemed to be coasting towards a straightforward win in the showdown featuring the French league winners and the Coupe de France holders after the French winger opened the net in the opening stages.
Yet, Marseille struck two times in the closing moments to seize a shock lead. Initially, the English forward scored from the spot-kick, before the defender inadvertently directed the ball into his own net for an own-goal.
In a breathtaking turn of fortune, the Portuguese striker grabbed a vital leveler in the dying moments to send the match into a deciding shootout. The Parisian shot-stopper Lucas Chevalier then emerged as the hero, stopping decisive attempts from O'Riley and Traore.
From the spot, Ramos, Vitinha, the full-back, and Desire Doue all scored successfully for Paris Saint-Germain to seal a convincing shootout victory.
Now 14-time champions PSG, who met last season's Ligue 1 runners-up Marseille after completing a domestic double, have now lifted this trophy for the twelfth time in the last 13 years.