PSG has now won the season-opening cup on 14 different occasions.
The Parisian giants required a dramatic leveler followed by a successful spot-kick decider to overcome Marseille in the Gulf and secure a fourth straight Trophee des Champions victory.
The Champions League holders seemed to be coasting towards a straightforward triumph in the match between the Ligue 1 champions and the French Cup winners after the French winger found the scoring in the opening stages.
However, the southern French side fired two times late to take a shock lead. First, Mason Greenwood converted from the spot-kick, before Willian Pacho inadvertently turned the ball into his own net for an own-goal.
In a breathtaking twist of fortune, Goncalo Ramos snatched a crucial equaliser in the final moments to send the match into a deciding shootout. PSG goalkeeper Lucas Chevalier then emerged as the hero, stopping crucial kicks from Matt O'Riley and Hamed Traore.
In the shootout, Ramos, the midfielder, Nuno Mendes, and Desire Doue all scored with composure for Paris Saint-Germain to seal a convincing penalty victory.
Now 14-time winners 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 13 seasons.
