The Parisian club has now won the prestigious trophy on 14 different times.
Paris Saint-Germain needed a dramatic leveler followed by a successful penalty shootout to get past their arch-rivals in Kuwait and capture a fourth straight Trophee des Champions victory.
The Champions League holders seemed to be sailing towards a straightforward win in the match between the French league champions and the French Cup winners after Ousmane Dembele found the net early on.
However, Marseille fired two times late to take a shock advantage. Initially, Mason Greenwood converted from the spot-kick, before Willian Pacho unfortunately turned the ball into his own net for an own-goal.
In a breathtaking twist of fortune, Goncalo Ramos snatched a crucial equaliser in the dying seconds to send the contest into a deciding shootout. PSG goalkeeper Lucas Chevalier then emerged as the hero, stopping crucial attempts from O'Riley and Hamed Traore.
From the spot, Ramos, the midfielder, Nuno Mendes, and the young talent all scored successfully for Paris Saint-Germain to seal a 4-1 shootout win.
The record champions Paris Saint-Germain, who faced last season's Ligue 1 runners-up Olympique de Marseille after completing a domestic double, have now lifted this competition for the twelfth time in the last 13 seasons.