The Parisian club has now won the season-opening trophy on fourteen different times.
Paris Saint-Germain needed a stoppage-time leveler followed by a perfect spot-kick decider to overcome Marseille in the Gulf and capture a fourth straight Trophee des Champions victory.
The Champions League holders appeared to be sailing towards a comfortable triumph in the match between the Ligue 1 champions and the Coupe de France holders after the French winger found the net in the opening stages.
However, Marseille fired two times late to seize a surprise lead. Initially, Mason Greenwood converted from the penalty spot, before the defender inadvertently turned the ball into his own net for an own goal.
In a remarkable turn of fortune, the Portuguese striker grabbed a crucial leveler in the final moments to force the contest into a penalty shootout. The Parisian shot-stopper Chevalier then stood as the key figure, saving crucial attempts from O'Riley and Traore.
In the shootout, Goncalo Ramos, the midfielder, the full-back, and the young talent all converted successfully for Paris Saint-Germain to complete a convincing shootout win.
The record winners Paris Saint-Germain, who faced last season's Ligue 1 second-placed team Olympique de Marseille after achieving a league and cup double, have now lifted this trophy for the twelfth time in the last 13 seasons.