PSG has now won the season-opening cup on 14 different occasions.
Paris Saint-Germain required a dramatic equaliser followed by a successful penalty shootout to get past their arch-rivals in the Gulf and capture a record-extending fourth consecutive Trophee des Champions title.
The Champions League holders seemed to be coasting towards a straightforward win in the showdown featuring the Ligue 1 champions and the Coupe de France winners after Ousmane Dembele found the scoring in the opening stages.
Yet, Marseille struck two times in the closing moments to seize a shock advantage. Initially, the English forward converted from the spot-kick, before the defender unfortunately directed the ball into his own net for an own goal.
In a remarkable turn of events, the Portuguese striker snatched a vital leveler in the dying seconds to force the contest into a deciding shootout. The Parisian shot-stopper Chevalier then emerged as the hero, stopping decisive kicks from Matt O'Riley and Hamed Traore.
In the shootout, Goncalo Ramos, Vitinha, Nuno Mendes, and the young talent all converted with composure for Paris Saint-Germain to complete a 4-1 shootout victory.
Now 14-time winners Paris Saint-Germain, who met last season's Ligue 1 second-placed team Marseille after achieving a league and cup double, have now lifted this competition for the twelfth time in the past thirteen seasons.