PSG has now won the season-opening trophy on 14 different occasions.
Paris Saint-Germain needed a stoppage-time equaliser followed by a perfect spot-kick decider to get past their arch-rivals in the Gulf and secure a fourth straight Trophee des Champions victory.
The Champions League holders seemed to be sailing towards a comfortable win in the match featuring the French league winners and the Coupe de France winners after Ousmane Dembele found the net early on.
Yet, Marseille fired two times in the closing moments to take a shock advantage. Initially, Mason Greenwood scored from the spot-kick, before the defender inadvertently turned the ball into his own net for an own goal.
In a remarkable twist of fortune, Goncalo Ramos grabbed a crucial equaliser in the final moments to send the match into a deciding shootout. The Parisian shot-stopper Chevalier then emerged as the hero, saving crucial attempts from O'Riley and Traore.
In the shootout, Goncalo Ramos, Vitinha, the full-back, and the young talent all scored successfully for PSG to complete a 4-1 penalty win.
The record winners Paris Saint-Germain, who met last season's Ligue 1 runners-up Marseille after completing a domestic double, have now won this competition for the twelfth time in the past 13 years.
