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 get past their arch-rivals in the Gulf and capture a record-extending fourth consecutive Trophee des Champions victory.
The European champions seemed to be coasting towards a comfortable win in the match featuring the French league winners and the Coupe de France winners after Ousmane Dembele found the scoring in the opening stages.
However, Marseille fired twice late to take a shock lead. First, Mason Greenwood scored from the penalty spot, before the defender inadvertently turned the ball into his own net for an own-goal.
In a remarkable turn of fortune, Goncalo Ramos grabbed a crucial equaliser in the dying seconds to send the match into a penalty shootout. The Parisian shot-stopper Chevalier then emerged as the key figure, stopping crucial kicks from Matt O'Riley and Hamed Traore.
From the spot, Ramos, Vitinha, the full-back, and the young talent all scored with composure for PSG to complete a convincing shootout victory.
The record champions PSG, who met last season's Ligue 1 runners-up Marseille after completing a league and cup double, have now lifted this competition for the 12th time in the past 13 seasons.