The Parisian club has now won the season-opening cup on fourteen separate occasions.
The Parisian giants required a stoppage-time equaliser followed by a successful spot-kick decider to overcome their arch-rivals in the Gulf and secure a record-extending fourth consecutive Trophee des Champions title.
The European champions appeared to be coasting towards a straightforward triumph in the match between the French league champions and the Coupe de France holders after the French winger opened the net early on.
However, Marseille struck twice late to seize a shock advantage. Initially, the English forward scored from the penalty spot, before Willian Pacho inadvertently turned the ball into his own net for an own-goal.
In a remarkable turn of fortune, Goncalo Ramos snatched a crucial leveler in the dying moments to send the contest into a penalty shootout. PSG goalkeeper Chevalier then stood as the key figure, stopping crucial kicks from Matt O'Riley and Hamed Traore.
From the spot, Ramos, the midfielder, Nuno Mendes, and Desire Doue all converted with composure for PSG to seal a convincing penalty victory.
Now 14-time champions PSG, who faced last season's Ligue 1 second-placed team Olympique de Marseille after achieving a league and cup double, have now lifted this competition for the 12th time in the past thirteen years.
