The Parisian club has now claimed the season-opening trophy on 14 different occasions.
The Parisian giants required a stoppage-time equaliser followed by a perfect spot-kick decider to overcome Marseille in the Gulf and capture a record-extending fourth consecutive Trophee des Champions title.
The European champions appeared to be coasting towards a straightforward triumph in the match featuring the French league winners and the Coupe de France holders after Ousmane Dembele opened the net in the opening stages.
Yet, Marseille fired two times in the closing moments to seize a surprise advantage. First, the English forward scored from the penalty spot, before Willian Pacho unfortunately turned the ball into his own net for an own-goal.
In a breathtaking turn of events, Goncalo Ramos grabbed a vital equaliser in the final seconds to force the contest into a penalty shootout. PSG goalkeeper Lucas Chevalier then emerged as the hero, stopping decisive attempts from Matt O'Riley and Hamed Traore.
In the shootout, Goncalo Ramos, the midfielder, Nuno Mendes, and Desire Doue all converted with composure for PSG to complete a convincing shootout win.
The record champions PSG, who met last season's Ligue 1 second-placed team Olympique de Marseille after achieving a domestic double, have now lifted this competition for the 12th time in the last 13 years.