PSG has now won the season-opening cup on fourteen different occasions.
Paris Saint-Germain required a dramatic leveler followed by a successful spot-kick decider to overcome their arch-rivals in Kuwait and capture a fourth straight Trophee des Champions victory.
The Champions League holders appeared to be sailing towards a straightforward win in the match between the French league winners and the Coupe de France winners after the French winger found the net in the opening stages.
Yet, Marseille struck twice in the closing moments to take a surprise advantage. Initially, Mason Greenwood scored from the penalty spot, before Willian Pacho unfortunately turned the ball into his own net for an own goal.
In a breathtaking turn of events, the Portuguese striker snatched a vital leveler in the dying seconds to force the contest into a deciding shootout. The Parisian shot-stopper Chevalier then stood as the hero, stopping crucial kicks from O'Riley and Traore.
In the shootout, Goncalo Ramos, Vitinha, the full-back, and Desire Doue all scored successfully for Paris Saint-Germain to complete a convincing penalty victory.
Now 14-time winners Paris Saint-Germain, who met last season's Ligue 1 runners-up Marseille after completing a domestic double, have now won this trophy for the 12th time in the last 13 years.