PSG has now claimed the season-opening cup on 14 separate occasions.
Paris Saint-Germain required a dramatic leveler followed by a perfect spot-kick decider to overcome Marseille in the Gulf and secure a record-extending fourth consecutive Trophee des Champions victory.
The Champions League holders appeared to be coasting towards a straightforward triumph in the match between the Ligue 1 winners and the French Cup winners after Ousmane Dembele opened the net early on.
However, Marseille fired two times late to take a surprise lead. First, the English forward scored from the penalty spot, before Willian Pacho unfortunately turned the ball into his own net for an own-goal.
In a remarkable twist of fortune, Goncalo Ramos grabbed a crucial leveler in the final seconds to send the contest into a penalty shootout. The Parisian shot-stopper Chevalier then emerged as the key figure, saving crucial attempts from O'Riley and Hamed Traore.
From the spot, Goncalo Ramos, the midfielder, the full-back, and Desire Doue all scored with composure for Paris Saint-Germain to complete a convincing penalty victory.
Now 14-time champions Paris Saint-Germain, who faced last season's Ligue 1 second-placed team Olympique de Marseille after achieving a domestic double, have now lifted this trophy for the twelfth time in the past 13 years.