The Parisian club has now claimed the season-opening cup on fourteen different times.
Paris Saint-Germain needed a dramatic leveler followed by a successful penalty shootout to overcome their arch-rivals in the Gulf and secure a record-extending fourth consecutive Trophee des Champions victory.
The Champions League holders seemed to be coasting towards a comfortable triumph in the showdown featuring the Ligue 1 champions and the Coupe de France winners after Ousmane Dembele found the net in the opening stages.
Yet, Marseille struck two times in the closing moments to take a surprise advantage. Initially, the English forward scored from the spot-kick, before the defender inadvertently 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 final moments to force the match into a deciding shootout. The Parisian shot-stopper Chevalier then stood as the hero, stopping decisive attempts from Matt O'Riley and Traore.
In the shootout, Ramos, the midfielder, the full-back, and Desire Doue all converted with composure for Paris Saint-Germain to complete a 4-1 shootout victory.
Now 14-time winners Paris Saint-Germain, who faced last season's Ligue 1 runners-up Olympique de Marseille after achieving a domestic double, have now won this competition for the twelfth time in the last 13 years.