The Parisian club has now won the prestigious cup on 14 separate occasions.
Paris Saint-Germain needed a dramatic equaliser followed by a perfect spot-kick decider to get past their arch-rivals in the Gulf and secure a record-extending fourth consecutive Trophee des Champions victory.
The Champions League holders appeared to be coasting towards a comfortable triumph in the showdown between the Ligue 1 champions and the Coupe de France winners after Ousmane Dembele opened the scoring early on.
However, Marseille fired two times in the closing moments to seize a surprise advantage. First, Mason Greenwood scored from the penalty spot, before the defender inadvertently turned the ball into his own net for an own-goal.
In a remarkable twist of events, the Portuguese striker snatched a vital leveler in the dying moments to send the match into a penalty shootout. PSG goalkeeper Lucas Chevalier then stood as the key figure, saving decisive attempts from Matt O'Riley and Traore.
From the spot, Goncalo Ramos, the midfielder, Nuno Mendes, and Desire Doue all converted with composure for Paris Saint-Germain to seal a convincing shootout win.
The record champions Paris Saint-Germain, who faced last season's Ligue 1 runners-up Marseille after achieving a domestic double, have now won this competition for the twelfth time in the past thirteen seasons.