The Parisian club has now won the season-opening cup on fourteen separate times.
Paris Saint-Germain required a stoppage-time leveler followed by a perfect penalty shootout to overcome their arch-rivals in the Gulf and capture a record-extending fourth consecutive Trophee des Champions victory.
The Champions League holders seemed to be coasting towards a comfortable win in the match featuring the Ligue 1 champions and the Coupe de France winners after the French winger opened the scoring early on.
However, Marseille fired twice in the closing moments to seize a shock advantage. Initially, Mason Greenwood converted from the spot-kick, before the defender inadvertently directed the ball into his own net for an own goal.
In a remarkable turn of fortune, the Portuguese striker grabbed a crucial leveler in the dying seconds to force the match into a deciding shootout. The Parisian shot-stopper Chevalier then emerged as the key figure, saving crucial kicks from Matt O'Riley and Hamed Traore.
In the shootout, Goncalo Ramos, the midfielder, the full-back, and the young talent all scored successfully for PSG to complete a 4-1 penalty win.
The record winners PSG, who faced 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 past thirteen years.