The Parisian club has now claimed the prestigious cup on fourteen different times.
Paris Saint-Germain required a dramatic equaliser followed by a successful spot-kick decider to get past Marseille in the Gulf and secure a record-extending fourth consecutive Trophee des Champions title.
The European champions appeared to be sailing towards a comfortable win in the match between the Ligue 1 champions and the Coupe de France holders after the French winger opened the net early on.
Yet, Marseille fired two times late to take a shock advantage. First, the English forward converted from the penalty spot, before Willian Pacho inadvertently turned the ball into his own net for an own-goal.
In a remarkable twist of events, the Portuguese striker grabbed a vital equaliser in the final seconds to send the match into a deciding shootout. PSG goalkeeper Chevalier then emerged as the key figure, saving crucial attempts from O'Riley and Traore.
In the shootout, Goncalo Ramos, the midfielder, the full-back, and the young talent all converted successfully for PSG 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 12th time in the last thirteen seasons.