The Parisian club has now won the season-opening cup on fourteen separate times.
Paris Saint-Germain needed a dramatic leveler followed by a perfect penalty shootout to overcome Marseille in the Gulf and secure a record-extending fourth consecutive Trophee des Champions victory.
The Champions League holders appeared to be sailing towards a comfortable triumph in the match featuring the French league champions and the Coupe de France winners after Ousmane Dembele opened the scoring early on.
However, Marseille fired twice in the closing moments to seize a shock advantage. First, Mason Greenwood converted from the penalty spot, before the defender unfortunately directed the ball into his own net for an own goal.
In a remarkable turn of fortune, Goncalo Ramos snatched a crucial equaliser in the dying moments to force the match into a penalty shootout. The Parisian shot-stopper Chevalier then emerged as the hero, saving decisive kicks from Matt O'Riley and Traore.
In the shootout, Goncalo Ramos, Vitinha, Nuno Mendes, and Desire Doue all converted successfully for Paris Saint-Germain to complete a convincing penalty victory.
Now 14-time winners PSG, who met last season's Ligue 1 second-placed team Marseille after completing a domestic double, have now won this trophy for the twelfth time in the last thirteen years.