The Parisian club has now won the season-opening trophy on 14 separate occasions.
Paris Saint-Germain needed a stoppage-time leveler followed by a perfect spot-kick decider to overcome Marseille in the Gulf and secure a fourth straight Trophee des Champions title.
The Champions League holders seemed to be sailing towards a comfortable triumph in the showdown featuring the Ligue 1 champions and the French Cup winners after Ousmane Dembele opened the scoring early on.
However, the southern French side fired twice in the closing moments to seize a surprise lead. Initially, the English forward scored from the spot-kick, before Willian Pacho unfortunately turned the ball into his own net for an own goal.
In a remarkable twist of fortune, the Portuguese striker grabbed a vital equaliser in the dying seconds to send the contest into a penalty shootout. The Parisian shot-stopper Chevalier then emerged as the key figure, saving crucial attempts from Matt O'Riley and Hamed Traore.
In the shootout, Goncalo Ramos, Vitinha, Nuno Mendes, and the young talent all converted successfully for Paris Saint-Germain to complete a 4-1 penalty victory.
Now 14-time winners Paris Saint-Germain, who faced last season's Ligue 1 runners-up Olympique de Marseille after achieving a domestic double, have now lifted this competition for the twelfth time in the past 13 years.
