PSG has now secured the season-opening cup on 14 different occasions.
Paris Saint-Germain needed a dramatic equaliser followed by a perfect spot-kick decider to get past Marseille in the Gulf and capture a record-extending fourth consecutive Trophee des Champions title.
The Champions League holders appeared to be coasting towards a comfortable triumph in the showdown featuring the French league winners and the Coupe de France holders after Ousmane Dembele found the net early on.
However, the southern French side struck twice late to seize a surprise advantage. Initially, Mason Greenwood scored from the spot-kick, before the defender unfortunately directed the ball into his own net for an own goal.
In a breathtaking turn of fortune, the Portuguese striker grabbed a crucial equaliser in the dying seconds to send the contest into a deciding shootout. PSG goalkeeper Lucas Chevalier then emerged as the hero, stopping decisive attempts from Matt O'Riley and Traore.
From the spot, Goncalo Ramos, the midfielder, Nuno Mendes, and Desire Doue all scored successfully for PSG to seal a 4-1 shootout win.
The record champions Paris Saint-Germain, who faced last season's Ligue 1 second-placed team Marseille after achieving a domestic double, have now won this competition for the twelfth time in the last 13 seasons.