The Parisian club has now won the season-opening trophy on fourteen different times.
Paris Saint-Germain required a dramatic equaliser followed by a successful spot-kick decider to get past their arch-rivals in the Gulf and secure a fourth straight Trophee des Champions victory.
The European champions seemed to be coasting towards a comfortable win in the match between the Ligue 1 winners and the French Cup holders after Ousmane Dembele found the net early on.
However, Marseille struck two times late to seize a surprise lead. Initially, Mason Greenwood scored from the spot-kick, before Willian Pacho inadvertently turned the ball into his own net for an own-goal.
In a breathtaking turn of events, the Portuguese striker snatched a crucial leveler in the final seconds to send the contest into a deciding shootout. PSG goalkeeper Chevalier then stood as the hero, saving decisive attempts from Matt O'Riley and Hamed Traore.
From the spot, Goncalo Ramos, the midfielder, the full-back, and the young talent all converted with composure for Paris Saint-Germain to seal a convincing penalty win.
The record champions PSG, who met last season's Ligue 1 second-placed team Olympique de Marseille after achieving a domestic double, have now won this trophy for the 12th time in the last thirteen years.