PSG has now won the season-opening cup on 14 different occasions.
Paris Saint-Germain required a stoppage-time equaliser followed by a perfect penalty shootout to overcome their arch-rivals in the Gulf and secure a record-extending fourth consecutive Trophee des Champions victory.
The European champions seemed to be coasting towards a straightforward win in the showdown between the Ligue 1 winners and the French Cup holders after Ousmane Dembele found the scoring early on.
However, Marseille struck two times in the closing moments to take a surprise lead. First, Mason Greenwood scored from the spot-kick, before Willian Pacho unfortunately directed the ball into his own net for an own goal.
In a remarkable twist of fortune, the Portuguese striker snatched a crucial equaliser in the dying moments to send the match into a penalty shootout. The Parisian shot-stopper Chevalier then emerged as the key figure, saving crucial kicks from Matt O'Riley and Traore.
In the shootout, Ramos, Vitinha, Nuno Mendes, and Desire Doue all scored with composure for PSG to complete a 4-1 penalty victory.
The record winners Paris Saint-Germain, who met last season's Ligue 1 runners-up Olympique de Marseille after achieving a domestic double, have now lifted this trophy for the 12th time in the last thirteen seasons.
