The Parisian club has now won the season-opening trophy on fourteen separate times.
Paris Saint-Germain needed a dramatic equaliser followed by a perfect penalty shootout to get past their arch-rivals in the Gulf and secure a record-extending fourth consecutive Trophee des Champions victory.
The Champions League holders appeared to be coasting towards a straightforward triumph in the match featuring the French league winners and the Coupe de France winners after the French winger opened the net in the opening stages.
Yet, Marseille struck twice late to take a surprise lead. Initially, Mason Greenwood converted from the penalty spot, before the defender unfortunately turned the ball into his own net for an own goal.
In a breathtaking twist of events, Goncalo Ramos grabbed a crucial equaliser in the final seconds to send the match into a penalty shootout. The Parisian shot-stopper Chevalier then stood as the hero, stopping decisive attempts from O'Riley and Traore.
From the spot, Goncalo Ramos, Vitinha, the full-back, and the young talent all converted with composure for Paris Saint-Germain to seal a 4-1 penalty victory.
The record winners PSG, who met last season's Ligue 1 second-placed team Marseille after achieving a domestic double, have now lifted this competition for the 12th time in the past 13 years.