The Parisian club has now claimed the season-opening trophy on fourteen separate occasions.
Paris Saint-Germain needed a dramatic leveler followed by a successful spot-kick decider to get past Marseille in the Gulf and capture a record-extending fourth consecutive Trophee des Champions title.
The European champions seemed to be coasting towards a comfortable win in the match featuring the French league champions and the Coupe de France holders after the French winger found the scoring in the opening stages.
However, Marseille fired two times in the closing moments to take a shock advantage. Initially, Mason Greenwood converted from the spot-kick, before the defender inadvertently turned the ball into his own net for an own goal.
In a breathtaking turn of events, Goncalo Ramos grabbed a crucial leveler in the final seconds to send the contest into a deciding shootout. PSG goalkeeper Chevalier then stood as the hero, saving crucial attempts from Matt O'Riley and Hamed Traore.
From the spot, Ramos, Vitinha, the full-back, and Desire Doue all converted with composure for Paris Saint-Germain to seal a convincing penalty victory.
Now 14-time winners Paris Saint-Germain, who met last season's Ligue 1 second-placed team Olympique de Marseille after achieving a domestic double, have now won this competition for the twelfth time in the last 13 seasons.