The Parisian club has now won the season-opening trophy on fourteen different times.
Paris Saint-Germain needed a dramatic leveler followed by a successful spot-kick decider to overcome their arch-rivals in the Gulf and secure a fourth straight Trophee des Champions title.
The Champions League holders seemed to be coasting towards a straightforward win in the match featuring the Ligue 1 champions and the Coupe de France holders after Ousmane Dembele opened the scoring early on.
However, Marseille fired twice in the closing moments to seize a shock advantage. Initially, the English forward scored from the spot-kick, before the defender inadvertently directed the ball into his own net for an own goal.
In a breathtaking twist of events, Goncalo Ramos grabbed a crucial equaliser in the dying seconds to send the contest into a deciding shootout. PSG goalkeeper Chevalier then stood as the key figure, saving crucial attempts from Matt O'Riley and Traore.
From the spot, Goncalo Ramos, the midfielder, the full-back, and Desire Doue all converted with composure for Paris Saint-Germain to seal a convincing penalty win.
The record champions PSG, who met last season's Ligue 1 second-placed team Olympique de Marseille after completing a domestic double, have now won this trophy for the 12th time in the last 13 years.