The Parisian club has now claimed the prestigious cup on 14 different occasions.
Paris Saint-Germain needed a dramatic equaliser followed by a successful spot-kick decider to overcome Marseille in the Gulf and capture a record-extending fourth consecutive Trophee des Champions victory.
The European champions appeared to be sailing towards a straightforward win in the match between the Ligue 1 champions and the French Cup holders after the French winger opened the net early on.
However, Marseille fired twice in the closing moments to seize a surprise lead. First, Mason Greenwood converted from the spot-kick, before the defender unfortunately directed the ball into his own net for an own goal.
In a breathtaking twist of events, the Portuguese striker snatched a crucial equaliser in the final moments to force the match into a penalty shootout. PSG goalkeeper Lucas Chevalier then emerged as the key figure, stopping crucial attempts from Matt O'Riley and Hamed Traore.
From the spot, Goncalo Ramos, the midfielder, the full-back, and Desire Doue all scored successfully for Paris Saint-Germain to seal a 4-1 shootout win.
Now 14-time champions PSG, who met last season's Ligue 1 second-placed team Marseille after completing a league and cup double, have now lifted this competition for the twelfth time in the past thirteen seasons.