PSG has now claimed the prestigious trophy on 14 different times.
Paris Saint-Germain needed a dramatic equaliser followed by a successful spot-kick decider to get past their arch-rivals in Kuwait and capture a fourth straight Trophee des Champions title.
The Champions League holders appeared to be sailing towards a straightforward win in the match between the French league winners and the French Cup holders after Ousmane Dembele found the net early on.
However, Marseille struck two times late to seize a surprise advantage. Initially, the English forward scored from the spot-kick, before Willian Pacho unfortunately turned the ball into his own net for an own goal.
In a breathtaking turn of fortune, the Portuguese striker snatched a vital equaliser in the dying seconds to force the contest into a penalty shootout. PSG goalkeeper Lucas Chevalier then stood as the key figure, stopping crucial kicks from O'Riley and Traore.
From the spot, Goncalo Ramos, the midfielder, the full-back, and Desire Doue all converted successfully for PSG to complete a 4-1 shootout win.
Now 14-time champions PSG, who faced last season's Ligue 1 second-placed team Marseille after achieving a domestic double, have now lifted this competition for the twelfth time in the past 13 seasons.