The Parisian club has now claimed the season-opening cup on 14 different occasions.
The Parisian giants required a dramatic equaliser followed by a successful penalty shootout to get past their arch-rivals in the Gulf and capture a fourth straight Trophee des Champions victory.
The European champions seemed to be coasting towards a straightforward triumph in the showdown between the French league champions and the French Cup winners after the French winger opened the scoring early on.
Yet, Marseille struck twice late to take a surprise lead. Initially, the English forward converted from the spot-kick, before Willian Pacho unfortunately turned the ball into his own net for an own-goal.
In a breathtaking twist of fortune, the Portuguese striker snatched a crucial leveler in the dying seconds to send the match into a deciding shootout. The Parisian shot-stopper Lucas Chevalier then stood as the key figure, stopping decisive kicks from O'Riley and Hamed Traore.
From the spot, Goncalo 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 met last season's Ligue 1 second-placed team Olympique de Marseille after completing a league and cup double, have now lifted this trophy for the 12th time in the past 13 seasons.