PSG has now won the season-opening trophy on 14 separate times.
The Parisian giants needed a dramatic leveler followed by a perfect spot-kick decider to get past their arch-rivals in the Gulf and secure a record-extending fourth consecutive Trophee des Champions victory.
The Champions League holders seemed to be sailing towards a comfortable triumph in the showdown featuring the Ligue 1 winners and the French Cup holders after Ousmane Dembele opened the net early on.
Yet, Marseille struck two times in the closing moments to seize a surprise lead. Initially, Mason Greenwood converted from the spot-kick, before Willian Pacho inadvertently turned the ball into his own net for an own goal.
In a breathtaking twist of events, Goncalo Ramos snatched a vital leveler in the dying moments to send the match into a deciding shootout. PSG goalkeeper Chevalier then stood as the hero, saving decisive attempts from Matt O'Riley and Hamed Traore.
From the spot, Goncalo Ramos, Vitinha, the full-back, and Desire Doue all scored successfully for Paris Saint-Germain to complete a convincing shootout victory.
The record champions PSG, who met last season's Ligue 1 second-placed team Marseille after achieving a domestic double, have now lifted this trophy for the 12th time in the past thirteen seasons.