PSG has now claimed the season-opening cup on 14 different times.
The Parisian giants required a dramatic leveler followed by a perfect penalty shootout to get past their arch-rivals in the Gulf and capture a fourth straight Trophee des Champions victory.
The European champions appeared to be coasting towards a comfortable win in the match between the Ligue 1 winners and the French Cup winners after Ousmane Dembele found the scoring early on.
However, Marseille struck two times in the closing moments to seize a shock lead. First, Mason Greenwood converted from the spot-kick, before the defender unfortunately turned the ball into his own net for an own goal.
In a breathtaking turn of fortune, Goncalo Ramos grabbed a crucial equaliser in the dying moments to send the match into a deciding shootout. The Parisian shot-stopper Chevalier then emerged as the key figure, stopping crucial attempts from O'Riley and Hamed Traore.
From the spot, Ramos, the midfielder, Nuno Mendes, and Desire Doue all scored successfully for PSG to complete a convincing penalty victory.
The record winners Paris Saint-Germain, who faced last season's Ligue 1 runners-up Olympique de Marseille after completing a domestic double, have now lifted this trophy for the 12th time in the past 13 years.
