The Parisian club has now claimed the season-opening cup on fourteen separate times.
Paris Saint-Germain required a stoppage-time leveler 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 victory.
The Champions League holders seemed to be sailing towards a comfortable win in the showdown featuring the Ligue 1 champions and the Coupe de France winners after the French winger opened the net in the opening stages.
However, Marseille struck twice late to take a shock lead. First, Mason Greenwood scored from the penalty spot, before the defender unfortunately turned the ball into his own net for an own goal.
In a remarkable twist of events, Goncalo Ramos snatched a crucial equaliser in the final moments to force the contest into a deciding shootout. The Parisian shot-stopper Chevalier then emerged as the key figure, stopping decisive attempts from O'Riley and Traore.
From the spot, Goncalo Ramos, Vitinha, Nuno Mendes, and Desire Doue all scored with composure for PSG to seal a convincing penalty win.
Now 14-time winners PSG, who met last season's Ligue 1 second-placed team Olympique de Marseille after completing a league and cup double, have now won this competition for the twelfth time in the past thirteen seasons.