The Parisian club has now claimed the season-opening trophy on 14 separate occasions.
Paris Saint-Germain needed a stoppage-time leveler followed by a successful spot-kick decider to overcome Marseille in the Gulf and secure a fourth straight Trophee des Champions victory.
The Champions League holders 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.
However, Marseille fired two times in the closing moments to seize a surprise advantage. Initially, the English forward converted from the spot-kick, before the defender inadvertently turned the ball into his own net for an own goal.
In a breathtaking turn of events, the Portuguese striker grabbed a crucial leveler in the final moments to send the match into a deciding shootout. The Parisian shot-stopper Chevalier then stood as the hero, saving crucial kicks from Matt O'Riley and Hamed Traore.
From the spot, Goncalo Ramos, the midfielder, the full-back, and Desire Doue all converted successfully for Paris Saint-Germain to complete a convincing penalty victory.
The record champions Paris Saint-Germain, who faced 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 last 13 seasons.