The Parisian club has now won the season-opening trophy on 14 separate occasions.
The Parisian giants needed a stoppage-time equaliser followed by a perfect penalty shootout to overcome their arch-rivals in the Gulf and secure a fourth straight Trophee des Champions title.
The European champions appeared to be coasting towards a straightforward win in the match featuring the French league champions and the French Cup winners after the French winger found the net early on.
Yet, Marseille fired two times in the closing moments to take a shock advantage. First, the English forward scored from the spot-kick, before the defender inadvertently directed the ball into his own net for an own-goal.
In a remarkable turn of fortune, Goncalo Ramos grabbed a crucial equaliser in the dying moments to force the match into a deciding shootout. PSG goalkeeper Chevalier then emerged as the key figure, stopping decisive kicks from Matt O'Riley and Hamed Traore.
In the shootout, Goncalo Ramos, the midfielder, Nuno Mendes, and Desire Doue all scored with composure for Paris Saint-Germain to seal a convincing shootout win.
Now 14-time winners Paris Saint-Germain, who met last season's Ligue 1 runners-up Marseille after completing a domestic double, have now lifted this competition for the twelfth time in the past 13 years.