PSG has now won the season-opening cup on 14 different occasions.
The Parisian giants needed a stoppage-time equaliser followed by a perfect spot-kick decider to overcome their arch-rivals in the Gulf and capture a fourth straight Trophee des Champions title.
The European champions seemed to be sailing towards a comfortable win in the match featuring the French league champions and the French Cup holders after Ousmane Dembele opened the net in the opening stages.
Yet, Marseille struck two times in the closing moments to take a surprise advantage. Initially, Mason Greenwood converted from the spot-kick, before Willian Pacho inadvertently turned the ball into his own net for an own goal.
In a remarkable turn of fortune, the Portuguese striker snatched a vital leveler in the dying moments to force the match into a deciding shootout. PSG goalkeeper Chevalier then stood as the hero, stopping decisive attempts from Matt O'Riley and Hamed Traore.
In the shootout, Goncalo Ramos, the midfielder, the full-back, and the young talent all converted with composure for Paris Saint-Germain to complete a 4-1 shootout victory.
The record winners Paris Saint-Germain, who faced last season's Ligue 1 second-placed team Olympique de Marseille after achieving a domestic double, have now won this competition for the 12th time in the last 13 years.
