The Parisian club has now claimed the season-opening cup on 14 different times.
Paris Saint-Germain needed a stoppage-time leveler followed by a successful spot-kick decider to overcome Marseille in the Gulf and capture a fourth straight Trophee des Champions victory.
The European champions appeared to be coasting towards a comfortable win in the showdown featuring the French league winners and the Coupe de France holders after Ousmane Dembele found the net early on.
However, Marseille struck two times in the closing moments to take a surprise lead. First, Mason Greenwood converted from the penalty spot, before Willian Pacho inadvertently turned the ball into his own net for an own goal.
In a remarkable turn of fortune, the Portuguese striker snatched a vital leveler in the dying seconds to send the contest into a penalty shootout. The Parisian shot-stopper Chevalier then emerged as the hero, stopping crucial attempts from Matt O'Riley and Hamed Traore.
From the spot, Goncalo Ramos, the midfielder, the full-back, and Desire Doue all converted with composure for PSG to seal a 4-1 penalty win.
The record winners PSG, who met last season's Ligue 1 runners-up Marseille after achieving a league and cup double, have now lifted this competition for the twelfth time in the last 13 years.
