PSG has now secured the season-opening trophy on 14 separate occasions.
Paris Saint-Germain needed a stoppage-time leveler followed by a perfect spot-kick decider to get past Marseille in the Gulf and capture a record-extending fourth consecutive Trophee des Champions victory.
The Champions League holders seemed to be sailing towards a straightforward triumph in the showdown between the French league champions and the Coupe de France holders after the French winger opened the net in the opening stages.
However, Marseille struck two times in the closing moments to take a surprise lead. Initially, Mason Greenwood scored from the penalty spot, before the defender unfortunately directed the ball into his own net for an own-goal.
In a breathtaking turn of events, Goncalo Ramos snatched a vital equaliser in the dying seconds to send the match into a penalty shootout. The Parisian shot-stopper Chevalier then emerged as the key figure, stopping decisive attempts from Matt O'Riley and Hamed Traore.
From the spot, Ramos, Vitinha, the full-back, and the young talent all converted successfully for PSG to seal a convincing shootout victory.
The record champions Paris Saint-Germain, who faced last season's Ligue 1 second-placed team Marseille after achieving a domestic double, have now lifted this competition for the twelfth time in the last 13 years.