It was the last game of the Coupe de la Ligue competition – which must be called off after this season – and Friday’s game in Paris ended scoreless after extra time.
Both teams converted each of their five penalties, but Keylor Navas saved Lyon’s sixth attempt at Bertrand Traoré before Pablo Sarabia took the PSG victory.
The Coupe de la Ligue victory now means that PSG can aim for an unprecedented quadruple with the remaining Champions League matches being played throughout August.
“A lot of players have played, everyone has participated in these successes.
“We are ready for the Champions League now. We have had three, four weeks of very good training, we feel that everyone is ready now.”
Neymar took advantage of several scoring chances in the first half, while Idrissa Gueye’s long-range effort shortly before the break forced a good save from Lyon goalkeeper Anthony Lopes.
The hot weather created difficult conditions in Paris, and although both teams created scoring opportunities in the second half, the goals were not scored.
Rafael was given a red card for a challenge on Angel Di Maria on the edge of Lyon’s box with just over a minute of extra time remaining, but it ultimately took penalties to separate the two teams.
With the French national season over, PSG will then face Atalanta in the Champions League quarter-finals in Portugal on August 12.