PSG has now claimed the prestigious cup on fourteen separate times.
Paris Saint-Germain needed a dramatic equaliser followed by a perfect penalty shootout to get past their arch-rivals in the Gulf and capture a fourth straight Trophee des Champions title.
The Champions League holders appeared to be sailing towards a straightforward triumph in the showdown featuring the Ligue 1 winners and the Coupe de France winners after Ousmane Dembele opened the net in the opening stages.
However, Marseille fired twice late to take a surprise lead. Initially, the English forward converted from the penalty spot, before the defender unfortunately directed the ball into his own net for an own goal.
In a remarkable turn of fortune, the Portuguese striker snatched a crucial equaliser in the dying seconds to send the contest into a penalty shootout. PSG goalkeeper Chevalier then stood as the hero, saving decisive kicks from Matt O'Riley and Hamed Traore.
In the shootout, Goncalo Ramos, Vitinha, the full-back, and the young talent all converted successfully for PSG to seal a 4-1 shootout win.
The record champions PSG, who met last season's Ligue 1 runners-up Marseille after achieving a league and cup double, have now lifted this competition for the 12th time in the last thirteen years.