The Parisian club has now claimed the season-opening cup on 14 different times.
Paris Saint-Germain required a dramatic equaliser followed by a successful spot-kick decider to overcome Marseille in the Gulf and secure a fourth straight Trophee des Champions title.
The European champions seemed to be coasting towards a straightforward win in the match between the French league winners and the French Cup winners after the French winger found the net in the opening stages.
However, Marseille fired twice late to take a surprise lead. Initially, Mason Greenwood converted from the spot-kick, before the defender unfortunately turned the ball into his own net for an own goal.
In a breathtaking twist of events, the Portuguese striker grabbed a vital leveler in the dying moments to send the match into a deciding shootout. The Parisian shot-stopper Chevalier then stood as the hero, stopping decisive attempts from Matt O'Riley and Hamed Traore.
In the shootout, Goncalo Ramos, the midfielder, Nuno Mendes, and Desire Doue all scored successfully for Paris Saint-Germain to seal a 4-1 penalty win.
The record champions PSG, who faced last season's Ligue 1 runners-up Marseille after achieving a domestic double, have now lifted this trophy for the twelfth time in the past 13 seasons.
