PSG has now claimed the season-opening cup on 14 different times.
Paris Saint-Germain needed a stoppage-time equaliser followed by a successful spot-kick decider to get past their arch-rivals in Kuwait and secure a record-extending fourth consecutive Trophee des Champions title.
The Champions League holders seemed to be sailing towards a straightforward triumph in the match between the French league champions and the Coupe de France winners after the French winger found the scoring early on.
Yet, Marseille struck twice late to seize a surprise advantage. First, the English forward scored from the spot-kick, before the defender inadvertently directed the ball into his own net for an own-goal.
In a remarkable turn of fortune, the Portuguese striker snatched a vital leveler in the final seconds to send the contest into a deciding shootout. The Parisian shot-stopper Lucas Chevalier then emerged as the hero, stopping decisive attempts from Matt O'Riley and Hamed Traore.
From the spot, Goncalo Ramos, the midfielder, the full-back, and Desire Doue all scored with composure for Paris Saint-Germain to complete a 4-1 shootout win.
The record winners PSG, who met last season's Ligue 1 second-placed team Marseille after completing a domestic double, have now won this trophy for the twelfth time in the last thirteen years.