The Parisian club has now secured the season-opening trophy on fourteen separate occasions.
The Parisian giants needed a stoppage-time leveler followed by a successful spot-kick decider to get past their arch-rivals in Kuwait and secure a fourth straight Trophee des Champions victory.
The Champions League holders appeared to be sailing towards a straightforward win in the match featuring the Ligue 1 champions and the French Cup holders after Ousmane Dembele found the scoring in the opening stages.
Yet, Marseille struck two times late to seize a shock advantage. Initially, 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 fortune, Goncalo Ramos snatched a vital leveler in the dying seconds to send the match into a deciding shootout. The Parisian shot-stopper Chevalier then emerged as the hero, saving crucial kicks from Matt O'Riley and Hamed Traore.
From the spot, Ramos, the midfielder, the full-back, and Desire Doue all scored successfully for Paris Saint-Germain to complete a 4-1 shootout victory.
The record winners PSG, who faced last season's Ligue 1 runners-up Olympique de Marseille after completing a domestic double, have now lifted this trophy for the twelfth time in the past thirteen years.