The Parisian club has now claimed the prestigious cup on fourteen different times.
Paris Saint-Germain required a stoppage-time equaliser followed by a successful spot-kick decider to get past their arch-rivals in the Gulf 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 featuring the French league winners and the Coupe de France holders after the French winger opened the net in the opening stages.
However, Marseille struck two times late to take a shock lead. First, Mason Greenwood scored from the spot-kick, before Willian Pacho unfortunately directed the ball into his own net for an own goal.
In a remarkable twist of fortune, the Portuguese striker snatched a crucial equaliser in the dying seconds to send the match into a penalty shootout. The Parisian shot-stopper Lucas Chevalier then emerged as the hero, stopping crucial attempts from Matt O'Riley and Hamed Traore.
In the shootout, Ramos, the midfielder, Nuno Mendes, and Desire Doue all converted with composure for PSG to complete a 4-1 shootout win.
Now 14-time winners PSG, who met last season's Ligue 1 second-placed team Marseille after achieving a domestic double, have now lifted this trophy for the 12th time in the past thirteen seasons.