The Parisian club has now won the season-opening trophy on fourteen separate occasions.
Paris Saint-Germain required a stoppage-time equaliser followed by a successful penalty shootout to get past their arch-rivals in the Gulf and secure a record-extending fourth consecutive Trophee des Champions title.
The Champions League holders appeared to be sailing towards a comfortable win in the match featuring the Ligue 1 winners and the Coupe de France winners after Ousmane Dembele opened the scoring early on.
However, Marseille fired twice late to take a shock advantage. First, Mason Greenwood converted from the spot-kick, before Willian Pacho unfortunately directed the ball into his own net for an own-goal.
In a breathtaking twist of events, Goncalo Ramos grabbed a vital equaliser in the dying moments to send the match into a deciding shootout. The Parisian shot-stopper Chevalier then stood as the key figure, saving crucial attempts from Matt O'Riley and Traore.
From the spot, Ramos, the midfielder, the full-back, and Desire Doue all scored with composure for PSG to complete a 4-1 shootout victory.
Now 14-time winners Paris Saint-Germain, who faced last season's Ligue 1 runners-up Olympique de Marseille after achieving a domestic double, have now won this trophy for the twelfth time in the last 13 years.