The Parisian club has now secured the season-opening cup on fourteen separate occasions.
The Parisian giants needed a stoppage-time leveler followed by a perfect penalty shootout to get past their arch-rivals in the Gulf and secure a record-extending fourth consecutive Trophee des Champions title.
The Champions League holders appeared to be coasting towards a comfortable triumph in the match featuring the Ligue 1 winners and the French Cup holders after the French winger found the net in the opening stages.
Yet, Marseille struck two times late to take a shock lead. Initially, Mason Greenwood scored from the spot-kick, before Willian Pacho inadvertently turned the ball into his own net for an own-goal.
In a breathtaking turn of fortune, the Portuguese striker snatched a vital leveler in the dying seconds to force the contest into a penalty shootout. The Parisian shot-stopper Chevalier then emerged as the hero, stopping crucial attempts from O'Riley and Traore.
In the shootout, Ramos, Vitinha, the full-back, and Desire Doue all scored successfully for PSG to complete a 4-1 penalty victory.
The record winners Paris Saint-Germain, who faced last season's Ligue 1 second-placed team Marseille after achieving a league and cup double, have now won this competition for the 12th time in the last thirteen seasons.