PSG has now claimed the season-opening cup on fourteen different times.
The Parisian giants needed a stoppage-time leveler followed by a perfect penalty shootout to get past their arch-rivals in the Gulf and capture a fourth straight Trophee des Champions title.
The Champions League holders appeared to be coasting towards a straightforward triumph in the showdown between the French league winners and the Coupe de France holders after Ousmane Dembele found the scoring early on.
Yet, Marseille struck twice late to take a shock advantage. First, Mason Greenwood scored from the spot-kick, before the defender unfortunately turned the ball into his own net for an own goal.
In a remarkable twist of fortune, the Portuguese striker snatched a vital leveler in the dying seconds to force the contest into a penalty shootout. PSG goalkeeper Chevalier then emerged as the hero, stopping crucial attempts from O'Riley and Traore.
From the spot, Goncalo Ramos, the midfielder, the full-back, and Desire Doue all converted successfully for Paris Saint-Germain to seal a 4-1 shootout victory.
Now 14-time champions Paris Saint-Germain, who met last season's Ligue 1 runners-up Olympique de Marseille after completing a domestic double, have now lifted this competition for the 12th time in the past thirteen seasons.
