It was the first time since March that Paris St.Germain had lost.
The second-place team in the league has lost only one game this season and are just four points behind the league leaders.
Openda scored a goal and set up another.
Lionel Messi, who is still recovering from the World Cup, was not included in the Paris Saint-Germain squad.
After a rebound off Italy's goalkeeper, Przemyslaw Frankowski volleyed into an empty net to give the hosts a lead.
Openda beat Marquinhos and shot past Donnarumma into the bottom corner to give Lens the lead at the end of the first half.
Despite KylianMbappe playing the full game, the club from northern France held on for a notable victory.
After the World Cup, Lens drew with Nice but have since won six of their last eight matches in the league and all nine at home.
10 days after losing to Real Madrid, Paris Saint-Germain lost to Monaco by a score of three to nil.
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