The Parisian club has now won the season-opening trophy on fourteen separate occasions.
Paris Saint-Germain required 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 appeared to be sailing towards a straightforward win in the showdown featuring the Ligue 1 winners and the Coupe de France holders after the French winger opened the scoring in the opening stages.
Yet, Marseille fired twice in the closing moments to seize a shock lead. Initially, Mason Greenwood scored from the spot-kick, before the defender unfortunately turned the ball into his own net for an own-goal.
In a breathtaking twist of fortune, the Portuguese striker snatched a vital equaliser in the final moments to send the contest into a deciding shootout. The Parisian shot-stopper Chevalier then emerged as the key figure, stopping crucial kicks from O'Riley and Hamed Traore.
In the shootout, Goncalo Ramos, Vitinha, the full-back, and Desire Doue all scored with composure for PSG to complete a convincing penalty victory.
Now 14-time champions 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 competition for the twelfth time in the last 13 seasons.
