The Parisian club has now claimed the prestigious trophy on fourteen separate occasions.
The Parisian giants 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 victory.
The Champions League holders seemed to be coasting towards a straightforward win in the showdown between the Ligue 1 winners and the Coupe de France holders after Ousmane Dembele found the scoring early on.
However, Marseille fired twice late to take a surprise lead. Initially, the English forward converted from the spot-kick, before Willian Pacho inadvertently directed the ball into his own net for an own-goal.
In a breathtaking turn of fortune, Goncalo Ramos snatched a crucial leveler in the final moments to force the contest into a deciding shootout. PSG goalkeeper Lucas Chevalier then emerged as the key figure, stopping crucial kicks from Matt O'Riley and Hamed Traore.
From the spot, Ramos, Vitinha, the full-back, and Desire Doue all scored successfully for Paris Saint-Germain to seal a 4-1 shootout win.
Now 14-time winners PSG, who faced last season's Ligue 1 second-placed team Olympique de Marseille after completing a domestic double, have now won this competition for the twelfth time in the last thirteen seasons.