The Parisian club has now claimed the season-opening cup on 14 separate occasions.
The Parisian giants needed a stoppage-time equaliser followed by a successful penalty shootout to overcome their arch-rivals in the Gulf and capture a record-extending fourth consecutive Trophee des Champions victory.
The Champions League holders seemed to be coasting towards a comfortable triumph in the showdown featuring the French league champions and the French Cup winners after Ousmane Dembele opened the scoring in the opening stages.
However, Marseille struck two times late to seize a surprise advantage. First, the English forward converted from the spot-kick, before the defender inadvertently turned the ball into his own net for an own-goal.
In a remarkable twist of events, the Portuguese striker grabbed a crucial equaliser in the final seconds to send the contest into a deciding shootout. The Parisian shot-stopper Chevalier then emerged as the key figure, stopping crucial attempts from Matt O'Riley and Traore.
In the shootout, Ramos, Vitinha, Nuno Mendes, and the young talent all scored with composure for Paris Saint-Germain to seal a 4-1 shootout win.
The record winners Paris Saint-Germain, who met last season's Ligue 1 runners-up Olympique de Marseille after achieving a domestic double, have now lifted this competition for the twelfth time in the last 13 years.