PSG has now won the prestigious trophy on 14 different times.
Paris Saint-Germain needed a dramatic leveler followed by a successful spot-kick decider to overcome their arch-rivals in Kuwait and secure a record-extending fourth consecutive Trophee des Champions victory.
The Champions League holders appeared to be sailing towards a straightforward triumph in the showdown featuring the Ligue 1 champions and the Coupe de France holders after the French winger opened the net early on.
Yet, Marseille struck twice late to seize a shock lead. First, the English forward scored from the penalty spot, before the defender unfortunately turned the ball into his own net for an own goal.
In a remarkable turn of fortune, Goncalo Ramos grabbed a crucial equaliser in the dying seconds to force the match into a deciding shootout. PSG goalkeeper Chevalier then stood as the hero, saving decisive attempts from O'Riley and Hamed Traore.
In the shootout, Goncalo Ramos, Vitinha, the full-back, and the young talent all scored successfully for PSG to seal a 4-1 shootout victory.
Now 14-time champions Paris Saint-Germain, who met last season's Ligue 1 second-placed team Marseille after achieving a league and cup double, have now lifted this trophy for the 12th time in the last 13 years.