The Parisian club has now won the season-opening cup on fourteen separate occasions.
The Parisian giants needed a dramatic equaliser followed by a successful spot-kick decider to get past their arch-rivals in the Gulf and secure a record-extending fourth consecutive Trophee des Champions title.
The European champions seemed to be coasting towards a straightforward win in the match featuring the French league winners and the French Cup holders after the French winger found the scoring early on.
However, Marseille struck two times late to seize a surprise advantage. Initially, Mason Greenwood scored from the penalty spot, before Willian Pacho unfortunately directed the ball into his own net for an own goal.
In a remarkable turn of fortune, Goncalo Ramos grabbed a crucial equaliser in the dying moments to force the contest into a deciding shootout. PSG goalkeeper Chevalier then emerged as the hero, saving crucial attempts from Matt O'Riley and Hamed Traore.
In the shootout, Goncalo Ramos, Vitinha, the full-back, and Desire Doue all scored with composure for Paris Saint-Germain to complete a convincing penalty win.
The record champions PSG, who faced last season's Ligue 1 second-placed team Marseille after completing a domestic double, have now lifted this competition for the 12th time in the past 13 seasons.