The Parisian club has now secured the season-opening cup on 14 different occasions.
Paris Saint-Germain required a dramatic leveler followed by a perfect spot-kick decider to get past their arch-rivals in Kuwait and secure a fourth straight Trophee des Champions victory.
The Champions League holders seemed to be sailing towards a straightforward win in the showdown featuring the Ligue 1 champions and the Coupe de France winners after Ousmane Dembele opened the scoring in the opening stages.
Yet, Marseille fired two times in the closing moments to take a shock lead. Initially, the English forward converted from the spot-kick, before the defender unfortunately directed the ball into his own net for an own-goal.
In a remarkable twist of events, Goncalo Ramos snatched a crucial leveler in the final moments to send the match into a penalty shootout. The Parisian shot-stopper Chevalier then stood as the key figure, saving decisive attempts from Matt O'Riley and Hamed Traore.
From the spot, Ramos, Vitinha, Nuno Mendes, and Desire Doue all scored successfully for PSG to seal a convincing shootout win.
Now 14-time winners Paris Saint-Germain, who faced last season's Ligue 1 runners-up Olympique de Marseille after completing a domestic double, have now won this trophy for the twelfth time in the last thirteen years.