PSG has now claimed the season-opening trophy on fourteen separate times.
The Parisian giants required a stoppage-time equaliser followed by a successful spot-kick decider to overcome Marseille in the Gulf and capture a record-extending fourth consecutive Trophee des Champions victory.
The Champions League holders appeared to be sailing towards a straightforward triumph in the showdown between the French league winners and the French Cup holders after the French winger opened the scoring early on.
Yet, Marseille struck twice in the closing moments to take a surprise lead. Initially, Mason Greenwood scored from the spot-kick, before Willian Pacho unfortunately directed the ball into his own net for an own-goal.
In a breathtaking turn of events, the Portuguese striker snatched a vital equaliser in the dying seconds to force the contest into a deciding shootout. The Parisian shot-stopper Chevalier then stood as the key figure, saving decisive attempts from Matt O'Riley and Hamed Traore.
In the shootout, Goncalo Ramos, the midfielder, the full-back, and the young talent all converted with composure for PSG to seal a 4-1 penalty win.
The record winners Paris Saint-Germain, who faced last season's Ligue 1 runners-up Marseille after completing a domestic double, have now won this trophy for the twelfth time in the past thirteen seasons.