PSG has now secured the prestigious cup on 14 different times.
The Parisian giants required a stoppage-time leveler followed by a perfect penalty shootout to get past their arch-rivals in the Gulf and capture a record-extending fourth consecutive Trophee des Champions title.
The Champions League holders appeared to be coasting towards a straightforward triumph in the showdown between the Ligue 1 winners and the French Cup winners after Ousmane Dembele found the scoring early on.
However, Marseille fired twice in the closing moments to seize a shock lead. First, Mason Greenwood converted from the spot-kick, before the defender inadvertently directed the ball into his own net for an own-goal.
In a breathtaking turn of fortune, the Portuguese striker grabbed a vital equaliser in the final seconds to send the match into a deciding shootout. The Parisian shot-stopper Lucas Chevalier then stood as the hero, saving decisive kicks from O'Riley and Hamed Traore.
In the shootout, Ramos, the midfielder, Nuno Mendes, and the young talent all converted with composure for PSG to seal a 4-1 shootout win.
The record champions Paris Saint-Germain, who faced last season's Ligue 1 second-placed team Marseille after completing a domestic double, have now won this competition for the twelfth time in the past 13 years.