The Parisian club has now secured the season-opening trophy on fourteen different times.
Paris Saint-Germain needed a dramatic leveler followed by a successful spot-kick decider to overcome their arch-rivals in Kuwait and secure a fourth straight Trophee des Champions victory.
The Champions League holders seemed to be sailing towards a comfortable triumph in the match between the Ligue 1 winners and the Coupe de France winners after the French winger opened the net in the opening stages.
However, Marseille struck two times in the closing moments to seize a surprise lead. Initially, Mason Greenwood converted from the spot-kick, before the defender inadvertently 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 moments to send the match into a penalty shootout. The Parisian shot-stopper Chevalier then stood as the hero, saving crucial attempts from Matt O'Riley and Hamed Traore.
From the spot, Goncalo Ramos, Vitinha, the full-back, and Desire Doue all converted successfully for Paris Saint-Germain to complete a convincing shootout win.
The record winners PSG, who met last season's Ligue 1 runners-up Olympique de Marseille after achieving a league and cup double, have now won this trophy for the 12th time in the past 13 years.