PSG has now secured the season-opening trophy on 14 separate times.
The Parisian giants required a stoppage-time leveler followed by a perfect spot-kick decider to get past Marseille in the Gulf and capture a fourth straight Trophee des Champions victory.
The Champions League holders appeared to be coasting towards a comfortable triumph in the match between the French league champions and the French Cup holders after Ousmane Dembele opened the scoring early on.
However, Marseille struck two times late to seize a shock lead. Initially, 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 events, the Portuguese striker snatched a vital equaliser in the final seconds to force the contest into a deciding shootout. The Parisian shot-stopper Chevalier then emerged as the key figure, stopping decisive attempts from O'Riley and Hamed Traore.
From the spot, Goncalo Ramos, the midfielder, the full-back, and the young talent all scored with composure for Paris Saint-Germain to complete a 4-1 shootout win.
The record champions Paris Saint-Germain, who met last season's Ligue 1 second-placed team Olympique de Marseille after achieving a domestic double, have now lifted this competition for the twelfth time in the past 13 years.
