PSG has now secured the season-opening cup on fourteen separate occasions.
Paris Saint-Germain needed a dramatic equaliser followed by a successful spot-kick decider to get past their arch-rivals in the Gulf and capture a fourth straight Trophee des Champions victory.
The European champions seemed to be sailing towards a comfortable win in the showdown between the French league winners and the Coupe de France holders after Ousmane Dembele found the net early on.
However, Marseille fired two times late to take a surprise lead. First, the English forward converted from the spot-kick, before Willian Pacho unfortunately turned the ball into his own net for an own goal.
In a breathtaking twist of fortune, Goncalo Ramos grabbed a vital leveler in the dying moments to send the contest into a penalty shootout. PSG goalkeeper Chevalier then stood as the key figure, saving crucial attempts from Matt O'Riley and Hamed Traore.
From the spot, Goncalo Ramos, the midfielder, Nuno Mendes, and the young talent all scored with composure for Paris Saint-Germain to complete a convincing penalty win.
Now 14-time champions Paris Saint-Germain, who faced last season's Ligue 1 runners-up Olympique de Marseille after achieving a domestic double, have now lifted this competition for the twelfth time in the past thirteen seasons.