PSG has now secured the season-opening cup on 14 different times.
Paris Saint-Germain needed a stoppage-time leveler followed by a perfect spot-kick decider to get past their arch-rivals in the Gulf and secure a fourth straight Trophee des Champions victory.
The Champions League holders seemed to be sailing towards a comfortable triumph in the showdown between the Ligue 1 champions and the French Cup winners after the French winger found the net early on.
Yet, Marseille fired two times in the closing moments to seize a surprise advantage. First, the English forward converted from the penalty spot, before Willian Pacho inadvertently directed the ball into his own net for an own goal.
In a breathtaking turn of fortune, the Portuguese striker snatched a crucial leveler in the dying seconds to force the match into a penalty shootout. The Parisian shot-stopper Lucas Chevalier then emerged as the key figure, saving crucial attempts from Matt O'Riley and Hamed Traore.
In the shootout, Ramos, Vitinha, Nuno Mendes, and the young talent all converted successfully for Paris Saint-Germain to seal a 4-1 shootout win.
Now 14-time champions Paris Saint-Germain, who faced last season's Ligue 1 runners-up Marseille after achieving a league and cup double, have now won this competition for the 12th time in the past thirteen years.