The Parisian club has now secured the season-opening cup on 14 different times.
Paris Saint-Germain needed a dramatic equaliser followed by a successful penalty shootout to overcome their arch-rivals in the Gulf and capture a fourth straight Trophee des Champions title.
The European champions appeared to be coasting towards a comfortable triumph in the match between the French league winners and the French Cup winners after the French winger opened the scoring early on.
However, Marseille struck twice in the closing moments to seize a shock advantage. First, the English forward scored from the penalty spot, before Willian Pacho inadvertently turned the ball into his own net for an own goal.
In a remarkable twist of fortune, Goncalo Ramos snatched a crucial equaliser in the final seconds to force the match into a penalty shootout. PSG goalkeeper Chevalier then emerged as the key figure, stopping decisive kicks from Matt O'Riley and Hamed Traore.
From the spot, Ramos, Vitinha, Nuno Mendes, and Desire Doue all scored successfully for PSG to seal a convincing penalty win.
The record champions Paris Saint-Germain, who faced last season's Ligue 1 second-placed team Olympique de Marseille after completing a league and cup double, have now won this trophy for the 12th time in the past thirteen seasons.
