PSG has now claimed the season-opening trophy on 14 different times.
The Parisian giants required a stoppage-time equaliser followed by a successful spot-kick decider to overcome their arch-rivals in Kuwait and secure a record-extending fourth consecutive Trophee des Champions victory.
The European champions appeared to be coasting towards a comfortable triumph in the showdown featuring the Ligue 1 champions and the French Cup winners after Ousmane Dembele found the scoring early on.
However, Marseille struck twice in the closing moments to take a shock lead. First, Mason Greenwood scored from the penalty spot, before the defender unfortunately turned the ball into his own net for an own goal.
In a breathtaking twist of fortune, the Portuguese striker snatched a vital equaliser in the dying seconds to send the contest into a penalty shootout. PSG goalkeeper Lucas Chevalier then stood as the hero, stopping crucial attempts from Matt O'Riley and Hamed Traore.
In the shootout, Goncalo Ramos, the midfielder, the full-back, and Desire Doue all scored with composure for PSG to complete a convincing penalty win.
The record winners Paris Saint-Germain, who met last season's Ligue 1 runners-up Marseille after completing a league and cup double, have now won this trophy for the twelfth time in the past thirteen years.