The Parisian club has now won the season-opening cup on fourteen different occasions.
Paris Saint-Germain required a stoppage-time leveler followed by a successful penalty shootout to get past their arch-rivals in Kuwait and secure a record-extending fourth consecutive Trophee des Champions title.
The Champions League holders seemed to be sailing towards a comfortable triumph in the match between the Ligue 1 winners and the French Cup holders after the French winger found the net early on.
Yet, Marseille struck two times late to take a shock advantage. Initially, Mason Greenwood scored from the penalty spot, before the defender unfortunately directed the ball into his own net for an own-goal.
In a remarkable twist of events, Goncalo Ramos snatched a crucial leveler in the dying seconds to send the contest into a deciding shootout. The Parisian shot-stopper Chevalier then emerged as the key figure, saving crucial attempts from Matt O'Riley and Traore.
From the spot, Ramos, the midfielder, the full-back, and Desire Doue all scored with composure for PSG to complete a 4-1 shootout win.
The record champions PSG, who met last season's Ligue 1 second-placed team Marseille after achieving a league and cup double, have now lifted this trophy for the 12th time in the past thirteen years.