The Parisian club has now secured the season-opening cup on fourteen separate times.
Paris Saint-Germain needed a stoppage-time leveler followed by a successful penalty shootout to get past their arch-rivals in the Gulf and capture a fourth straight Trophee des Champions title.
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 winners after the French winger found the net in the opening stages.
However, Marseille fired two times in the closing moments to take a shock advantage. First, Mason Greenwood scored from the penalty spot, before the defender unfortunately directed the ball into his own net for an own-goal.
In a breathtaking twist of fortune, Goncalo Ramos snatched a vital leveler in the dying seconds to send the match into a penalty shootout. PSG goalkeeper Chevalier then stood as the key figure, stopping decisive attempts from O'Riley and Traore.
From the spot, Ramos, the midfielder, Nuno Mendes, and Desire Doue all scored successfully for PSG to complete a convincing shootout win.
The record winners PSG, who met last season's Ligue 1 second-placed team Olympique de Marseille after achieving a domestic double, have now won this trophy for the twelfth time in the last 13 years.