The Parisian club has now secured the season-opening trophy on fourteen separate times.
Paris Saint-Germain required a dramatic equaliser followed by a perfect spot-kick decider to get past Marseille in Kuwait and capture a fourth straight Trophee des Champions victory.
The Champions League holders appeared to be coasting towards a straightforward win in the showdown between the Ligue 1 champions and the Coupe de France holders after Ousmane Dembele opened the net in the opening stages.
However, Marseille fired twice late to take a shock advantage. First, Mason Greenwood scored from the spot-kick, before Willian Pacho unfortunately turned the ball into his own net for an own-goal.
In a remarkable turn of events, Goncalo Ramos grabbed a vital leveler in the final moments to force the contest into a penalty shootout. The Parisian shot-stopper Chevalier then stood as the key figure, saving crucial kicks from O'Riley and Hamed Traore.
From the spot, Goncalo Ramos, the midfielder, Nuno Mendes, and Desire Doue all converted with composure for Paris Saint-Germain to complete a 4-1 shootout win.
The record winners Paris Saint-Germain, who met last season's Ligue 1 second-placed team Marseille after completing a domestic double, have now lifted this trophy for the twelfth time in the last thirteen years.
