The Parisian club has now won the season-opening cup on fourteen separate times.
The Parisian giants required a stoppage-time equaliser followed by a perfect spot-kick decider 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 comfortable triumph in the match between the French league winners and the French Cup holders after Ousmane Dembele opened the scoring in the opening stages.
However, Marseille struck twice late to take a surprise advantage. Initially, the English forward scored from the penalty spot, before the defender 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 final seconds to force the match into a deciding shootout. The Parisian shot-stopper Chevalier then emerged as the key figure, stopping decisive kicks from Matt O'Riley and Hamed Traore.
From the spot, Goncalo Ramos, Vitinha, Nuno Mendes, and Desire Doue all scored with composure for Paris Saint-Germain to complete a convincing penalty win.
The record champions Paris Saint-Germain, who faced last season's Ligue 1 second-placed team Olympique de Marseille after completing a league and cup double, have now won this competition for the 12th time in the last 13 seasons.
