PSG has now won the season-opening cup on 14 separate times.
Paris Saint-Germain required a stoppage-time leveler 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 victory.
The European champions appeared to be coasting towards a straightforward triumph in the showdown between the French league champions and the French Cup winners after the French winger found the scoring in the opening stages.
However, Marseille struck two times in the closing moments to seize a shock advantage. Initially, the English forward scored from the penalty spot, before the defender unfortunately 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 seconds to force the match into a deciding shootout. The Parisian shot-stopper Lucas Chevalier then emerged as the hero, saving crucial kicks from O'Riley and Traore.
From the spot, Goncalo Ramos, Vitinha, the full-back, and Desire Doue all scored successfully for Paris Saint-Germain to seal a convincing shootout win.
The record winners PSG, who faced last season's Ligue 1 runners-up Marseille after achieving a domestic double, have now lifted this competition for the 12th time in the past thirteen years.