The Parisian club has now claimed the season-opening trophy on fourteen different occasions.
The Parisian giants required a stoppage-time equaliser followed by a successful spot-kick decider to get past Marseille in the Gulf and secure a record-extending fourth consecutive Trophee des Champions victory.
The European champions appeared to be coasting towards a straightforward win in the showdown featuring the Ligue 1 winners and the French Cup winners after Ousmane Dembele found the net early on.
Yet, the southern French side fired two times late to take a shock advantage. First, the English forward scored from the spot-kick, before the defender unfortunately directed the ball into his own net for an own-goal.
In a remarkable turn of events, Goncalo Ramos snatched a crucial equaliser in the final moments to send the match into a deciding shootout. The Parisian shot-stopper Lucas Chevalier then emerged as the key figure, stopping decisive attempts from Matt O'Riley and Hamed Traore.
In the shootout, Ramos, the midfielder, the full-back, and the young talent all scored with composure for Paris Saint-Germain to seal a convincing penalty victory.
The record winners Paris Saint-Germain, who met last season's Ligue 1 second-placed team Olympique de Marseille after achieving a league and cup double, have now lifted this trophy for the twelfth time in the past thirteen years.