The Parisian club has now claimed the season-opening trophy on 14 different occasions.
Paris Saint-Germain needed a stoppage-time leveler followed by a perfect penalty shootout to get past their arch-rivals in the Gulf and secure a fourth straight Trophee des Champions title.
The European champions seemed to be sailing towards a comfortable win in the match between the Ligue 1 champions and the Coupe de France holders after Ousmane Dembele opened the net in the opening stages.
Yet, Marseille fired twice in the closing moments to take a shock lead. First, Mason Greenwood converted from the penalty spot, before Willian Pacho inadvertently directed the ball into his own net for an own goal.
In a remarkable turn of fortune, Goncalo Ramos snatched a crucial leveler in the dying moments to send the match into a penalty shootout. The Parisian shot-stopper Chevalier then emerged as the hero, saving decisive kicks from O'Riley and Traore.
From the spot, Goncalo Ramos, the midfielder, the full-back, and the young talent all converted with composure for Paris Saint-Germain to seal a 4-1 penalty win.
The record winners Paris Saint-Germain, who met last season's Ligue 1 runners-up Marseille after achieving a domestic double, have now lifted this trophy for the twelfth time in the last thirteen years.
