PSG has now claimed the season-opening cup on fourteen different times.
Paris Saint-Germain required a stoppage-time equaliser followed by a perfect spot-kick decider to overcome their arch-rivals in the Gulf and capture a record-extending fourth consecutive Trophee des Champions victory.
The European champions appeared to be sailing towards a comfortable triumph in the showdown between the French league champions and the French Cup winners after the French winger opened the net early on.
However, Marseille fired two times late to seize a surprise advantage. First, Mason Greenwood converted 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, the Portuguese striker grabbed a vital equaliser in the dying moments to send the match into a penalty shootout. PSG goalkeeper Chevalier then stood as the key figure, stopping decisive attempts from Matt O'Riley and Hamed Traore.
In the shootout, Goncalo Ramos, the midfielder, Nuno Mendes, and Desire Doue all scored with composure for PSG to complete a 4-1 shootout win.
The record winners PSG, who met last season's Ligue 1 second-placed team Olympique de Marseille after completing a domestic double, have now won this competition for the twelfth time in the last 13 seasons.
