The Parisian club has now won the season-opening cup on fourteen different occasions.
The Parisian giants needed a dramatic leveler followed by a perfect penalty shootout to get past their arch-rivals in the Gulf and secure a record-extending fourth consecutive Trophee des Champions victory.
The European champions seemed to be sailing towards a comfortable triumph in the showdown between the Ligue 1 winners and the Coupe de France winners after Ousmane Dembele opened the scoring early on.
However, Marseille struck two times late to take a shock advantage. First, Mason Greenwood scored from the penalty spot, before Willian Pacho unfortunately directed the ball into his own net for an own goal.
In a breathtaking twist of fortune, the Portuguese striker grabbed a vital equaliser in the dying moments to force the contest into a deciding shootout. The Parisian shot-stopper Chevalier then emerged as the key figure, saving crucial attempts from O'Riley and Hamed Traore.
From the spot, Ramos, Vitinha, Nuno Mendes, and the young talent all converted successfully for Paris Saint-Germain to complete a 4-1 penalty victory.
The record winners Paris Saint-Germain, who met last season's Ligue 1 second-placed team Olympique de Marseille after achieving a league and cup double, have now lifted this trophy for the twelfth time in the last 13 seasons.