The Parisian club has now won the season-opening cup on fourteen different times.
Paris Saint-Germain required a stoppage-time leveler followed by a perfect penalty shootout to overcome Marseille in Kuwait and secure a record-extending fourth consecutive Trophee des Champions title.
The European champions appeared to be coasting towards a comfortable triumph in the showdown featuring the Ligue 1 champions and the Coupe de France holders after the French winger found the net in the opening stages.
However, Marseille struck two times late to take a surprise advantage. First, Mason Greenwood converted from the spot-kick, before the defender unfortunately directed the ball into his own net for an own goal.
In a breathtaking twist of events, the Portuguese striker snatched a crucial equaliser in the final seconds to force the match into a deciding shootout. The Parisian shot-stopper Lucas Chevalier then emerged as the key figure, stopping crucial kicks from Matt O'Riley and Hamed Traore.
From the spot, Goncalo Ramos, Vitinha, the full-back, and the young talent all scored with composure for PSG to complete a 4-1 shootout victory.
The record champions Paris Saint-Germain, who faced last season's Ligue 1 second-placed team Olympique de Marseille after completing a domestic double, have now lifted this competition for the 12th time in the past 13 years.