PSG has now secured the season-opening cup on fourteen separate times.
Paris Saint-Germain required a dramatic leveler followed by a perfect spot-kick decider to overcome their arch-rivals in the Gulf and secure a fourth straight Trophee des Champions title.
The Champions League holders appeared to be sailing towards a straightforward win in the match featuring the Ligue 1 winners and the French Cup winners after Ousmane Dembele opened the net in the opening stages.
Yet, Marseille fired twice in the closing moments to seize a surprise advantage. Initially, the English forward scored from the spot-kick, before Willian Pacho unfortunately turned the ball into his own net for an own-goal.
In a breathtaking turn of events, Goncalo Ramos grabbed a vital leveler in the dying seconds to send the match into a deciding shootout. The Parisian shot-stopper Chevalier then stood as the key figure, saving decisive kicks from Matt O'Riley and Hamed Traore.
From the spot, Ramos, Vitinha, the full-back, and Desire Doue all scored with composure for Paris Saint-Germain to complete a 4-1 shootout win.
The record champions PSG, who faced last season's Ligue 1 second-placed team Marseille after completing a league and cup double, have now lifted this competition for the 12th time in the last 13 seasons.