The Parisian club has now won the season-opening cup on fourteen separate times.
Paris Saint-Germain needed a stoppage-time equaliser followed by a successful spot-kick decider to overcome their arch-rivals in the Gulf and capture a fourth straight Trophee des Champions victory.
The European champions appeared to be coasting towards a straightforward triumph in the showdown featuring the French league champions and the French Cup holders after Ousmane Dembele opened the net in the opening stages.
However, Marseille struck twice late to take a surprise lead. First, Mason Greenwood scored from the spot-kick, before the defender unfortunately turned the ball into his own net for an own goal.
In a remarkable twist of fortune, Goncalo Ramos grabbed a crucial leveler in the final seconds to force the match into a deciding shootout. PSG goalkeeper Chevalier then stood as the hero, stopping decisive kicks from Matt O'Riley and Traore.
In the shootout, Ramos, the midfielder, the full-back, and Desire Doue all scored with composure for Paris Saint-Germain to seal a 4-1 penalty win.
The record winners Paris Saint-Germain, who met last season's Ligue 1 second-placed team Olympique de Marseille after completing a league and cup double, have now won this trophy for the 12th time in the last thirteen seasons.
