PSG has now secured the season-opening cup on fourteen different times.
The Parisian giants needed a stoppage-time equaliser followed by a perfect spot-kick decider to overcome their arch-rivals in Kuwait and secure a fourth straight Trophee des Champions title.
The Champions League holders seemed to be sailing towards a comfortable win in the match between the French league champions and the Coupe de France holders after the French winger opened the net in the opening stages.
However, Marseille fired two times in the closing moments to seize a shock lead. Initially, Mason Greenwood converted from the spot-kick, before Willian Pacho inadvertently directed the ball into his own net for an own-goal.
In a breathtaking turn of events, Goncalo Ramos snatched a crucial leveler in the final moments to send the match into a deciding shootout. The Parisian shot-stopper Chevalier then stood as the key figure, saving decisive kicks from Matt O'Riley and Hamed Traore.
In the shootout, Ramos, the midfielder, Nuno Mendes, and the young talent all converted with composure for Paris Saint-Germain to seal a 4-1 shootout win.
Now 14-time winners Paris Saint-Germain, who faced last season's Ligue 1 runners-up Olympique de Marseille after achieving a league and cup double, have now won this trophy for the twelfth time in the last thirteen years.