The Parisian club has now won the season-opening trophy on 14 separate occasions.
The Parisian giants required a stoppage-time equaliser followed by a perfect spot-kick decider to get past their arch-rivals in the Gulf and capture a fourth straight Trophee des Champions victory.
The European champions seemed to be sailing towards a straightforward win in the showdown between the Ligue 1 champions and the Coupe de France holders after Ousmane Dembele opened the net early on.
However, Marseille fired twice in the closing moments to seize a shock advantage. First, the English forward converted 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, the Portuguese striker snatched a crucial equaliser in the dying moments to force the contest into a deciding shootout. The Parisian shot-stopper Chevalier then stood as the key figure, saving crucial attempts from Matt O'Riley and Hamed Traore.
In the shootout, Goncalo Ramos, the midfielder, Nuno Mendes, and Desire Doue all scored successfully for PSG to complete a convincing shootout victory.
Now 14-time winners PSG, who met last season's Ligue 1 second-placed team Marseille after completing a league and cup double, have now won this competition for the twelfth time in the last thirteen seasons.
