The Parisian club has now secured the season-opening cup on fourteen different occasions.
Paris Saint-Germain needed a stoppage-time leveler followed by a perfect penalty shootout to get past Marseille in Kuwait and capture a fourth straight Trophee des Champions victory.
The Champions League holders appeared to be coasting towards a comfortable win in the match between the French league champions and the Coupe de France holders after Ousmane Dembele opened the scoring early on.
Yet, Marseille fired twice in the closing moments to seize a shock advantage. Initially, Mason Greenwood converted from the penalty spot, before the defender inadvertently turned the ball into his own net for an own goal.
In a remarkable turn of fortune, Goncalo Ramos snatched a crucial leveler in the dying seconds to send the match into a penalty shootout. PSG goalkeeper Chevalier then emerged as the key figure, stopping decisive attempts from Matt O'Riley and Hamed Traore.
From the spot, Ramos, the midfielder, the full-back, and the young talent all scored successfully for PSG to seal a convincing shootout victory.
The record winners Paris Saint-Germain, who met last season's Ligue 1 second-placed team Olympique de Marseille after completing a domestic double, have now lifted this trophy for the twelfth time in the last thirteen seasons.
