PSG has now won the season-opening trophy on 14 different occasions.
The Parisian giants required a stoppage-time equaliser followed by a perfect penalty shootout to overcome their arch-rivals in the Gulf and capture a fourth straight Trophee des Champions victory.
The European champions appeared to be coasting towards a straightforward win in the showdown between the Ligue 1 winners and the Coupe de France winners after the French winger opened the net in the opening stages.
However, Marseille fired twice late to seize a shock advantage. First, Mason Greenwood converted from the penalty spot, before the defender unfortunately turned the ball into his own net for an own goal.
In a remarkable turn of events, Goncalo Ramos grabbed a crucial equaliser in the final seconds to send the contest into a penalty shootout. The Parisian shot-stopper Chevalier then emerged as the key figure, stopping crucial attempts from O'Riley and Traore.
In the shootout, Ramos, the midfielder, Nuno Mendes, and the young talent all scored with composure for PSG to seal a convincing penalty victory.
The record winners PSG, who faced last season's Ligue 1 second-placed team Marseille after achieving a domestic double, have now lifted this competition for the twelfth time in the past 13 years.
