The Parisian club has now secured the season-opening cup on fourteen separate times.
Paris Saint-Germain needed a stoppage-time equaliser followed by a successful spot-kick decider to overcome Marseille in the Gulf and secure a fourth straight Trophee des Champions victory.
The European champions appeared to be coasting towards a comfortable triumph in the match featuring the Ligue 1 winners and the Coupe de France winners after the French winger found the net in the opening stages.
However, Marseille fired two times in the closing moments to seize a surprise lead. Initially, the English forward converted from the spot-kick, before Willian Pacho inadvertently turned the ball into his own net for an own-goal.
In a remarkable twist of fortune, Goncalo Ramos grabbed a vital equaliser in the final seconds to send the match into a deciding shootout. PSG goalkeeper Chevalier then stood as the key figure, stopping crucial kicks from O'Riley and Traore.
In the shootout, Ramos, the midfielder, the full-back, and Desire Doue all converted successfully for PSG to complete a convincing penalty victory.
Now 14-time winners PSG, who faced last season's Ligue 1 runners-up Marseille after achieving a domestic double, have now won this trophy for the twelfth time in the last thirteen years.