The Parisian club has now secured the season-opening trophy on fourteen different occasions.
Paris Saint-Germain needed a stoppage-time equaliser followed by a perfect penalty shootout to get past their arch-rivals in the Gulf and secure a fourth straight Trophee des Champions victory.
The European champions seemed to be sailing towards a straightforward win in the match featuring the Ligue 1 champions and the Coupe de France holders after the French winger found the net in the opening stages.
However, Marseille fired two times late to seize a shock advantage. First, Mason Greenwood converted from the penalty spot, before Willian Pacho unfortunately directed the ball into his own net for an own goal.
In a remarkable turn of fortune, Goncalo Ramos grabbed a crucial equaliser in the dying seconds to force the contest into a deciding shootout. The Parisian shot-stopper Chevalier then emerged as the key figure, stopping crucial attempts from Matt O'Riley and Traore.
From the spot, Goncalo Ramos, the midfielder, the full-back, and the young talent all scored with composure for PSG to seal a 4-1 shootout victory.
Now 14-time champions Paris Saint-Germain, who faced last season's Ligue 1 second-placed team Olympique de Marseille after completing a league and cup double, have now won this competition for the twelfth time in the last thirteen years.