The Parisian club has now won the season-opening trophy on 14 separate times.
Paris Saint-Germain needed a stoppage-time leveler followed by a perfect penalty shootout to overcome their arch-rivals in the Gulf and secure a fourth straight Trophee des Champions title.
The Champions League holders seemed to be sailing towards a comfortable win in the showdown featuring the Ligue 1 champions and the Coupe de France holders after Ousmane Dembele found the net in the opening stages.
However, Marseille struck two times late to take a surprise lead. Initially, Mason Greenwood scored from the penalty spot, before Willian Pacho unfortunately turned the ball into his own net for an own-goal.
In a remarkable turn of events, Goncalo Ramos snatched a crucial equaliser in the final moments to send the contest into a deciding shootout. The Parisian shot-stopper Chevalier then emerged as the hero, stopping crucial attempts from O'Riley and Traore.
From the spot, Ramos, Vitinha, Nuno Mendes, and the young talent all converted successfully for PSG to seal a 4-1 shootout victory.
The record winners PSG, who met last season's Ligue 1 second-placed team Olympique de Marseille after achieving a league and cup double, have now lifted this trophy for the twelfth time in the past thirteen seasons.
