The Parisian club has now won the season-opening trophy on 14 different times.
Paris Saint-Germain required a stoppage-time leveler followed by a perfect spot-kick decider to get past Marseille in the Gulf and capture a record-extending fourth consecutive Trophee des Champions title.
The Champions League holders appeared to be sailing towards a comfortable win in the showdown featuring the French league winners and the Coupe de France holders after Ousmane Dembele opened the net early on.
However, Marseille fired twice late to take a surprise lead. Initially, Mason Greenwood scored from the spot-kick, before Willian Pacho inadvertently directed the ball into his own net for an own goal.
In a breathtaking turn of fortune, Goncalo Ramos snatched a crucial leveler in the final seconds to force the contest into a penalty shootout. PSG goalkeeper Chevalier then emerged as the key figure, saving crucial attempts from Matt O'Riley and Hamed Traore.
In the shootout, Ramos, Vitinha, the full-back, and Desire Doue all scored successfully for Paris Saint-Germain to seal a convincing penalty win.
The record champions Paris Saint-Germain, who met last season's Ligue 1 second-placed team Marseille after completing a domestic double, have now won this competition for the twelfth time in the past 13 seasons.
