The Parisian club has now won the season-opening trophy on 14 different occasions.
Paris Saint-Germain required a dramatic equaliser followed by a successful spot-kick decider to overcome Marseille in the Gulf and secure a record-extending fourth consecutive Trophee des Champions title.
The Champions League holders seemed to be sailing towards a comfortable win in the match featuring the French league winners and the French Cup holders after Ousmane Dembele found the scoring early on.
However, Marseille fired two times in the closing moments to take a surprise advantage. First, Mason Greenwood converted from the spot-kick, before the defender unfortunately directed the ball into his own net for an own goal.
In a breathtaking twist of events, Goncalo Ramos snatched a vital equaliser in the final moments to send the match into a penalty shootout. PSG goalkeeper Chevalier then stood as the key figure, saving decisive kicks from O'Riley and Hamed Traore.
From the spot, Goncalo Ramos, Vitinha, the full-back, and Desire Doue all converted successfully for PSG to seal a 4-1 shootout victory.
Now 14-time winners PSG, who met last season's Ligue 1 runners-up Marseille after completing a league and cup double, have now lifted this competition for the twelfth time in the past 13 seasons.