The Parisian club has now claimed the season-opening cup on fourteen different times.
Paris Saint-Germain needed a dramatic equaliser followed by a successful penalty shootout to overcome their arch-rivals in the Gulf and capture a record-extending fourth consecutive Trophee des Champions victory.
The Champions League holders seemed to be sailing towards a comfortable triumph in the showdown featuring the Ligue 1 winners and the Coupe de France holders after Ousmane Dembele opened the net early on.
However, Marseille fired two times late to take a shock advantage. Initially, the English forward scored from the spot-kick, before Willian Pacho 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 final seconds to send the match into a deciding shootout. The Parisian shot-stopper Chevalier then emerged as the key figure, saving crucial kicks from Matt O'Riley and Traore.
In the shootout, Ramos, Vitinha, the full-back, and Desire Doue all scored with composure for Paris Saint-Germain to complete a 4-1 penalty win.
Now 14-time champions Paris Saint-Germain, who faced last season's Ligue 1 second-placed team Olympique de Marseille after achieving a domestic double, have now lifted this competition for the 12th time in the past 13 years.