PSG has now won the season-opening trophy on 14 separate times.
The Parisian giants required a stoppage-time equaliser followed by a successful spot-kick decider to get past their arch-rivals in Kuwait and secure a fourth straight Trophee des Champions title.
The Champions League holders appeared to be coasting towards a straightforward win in the showdown between the Ligue 1 winners and the Coupe de France holders after the French winger found the scoring early on.
However, Marseille struck two times late to take a surprise lead. Initially, Mason Greenwood converted from the penalty spot, before the defender inadvertently directed the ball into his own net for an own goal.
In a remarkable turn of events, Goncalo Ramos snatched a crucial equaliser in the dying moments to force the contest into a penalty shootout. The Parisian shot-stopper Chevalier then stood as the hero, saving decisive kicks from Matt O'Riley and Hamed Traore.
From the spot, Ramos, the midfielder, Nuno Mendes, and Desire Doue all converted successfully for Paris Saint-Germain to seal a convincing shootout win.
Now 14-time winners Paris Saint-Germain, who met last season's Ligue 1 runners-up Marseille after completing a league and cup double, have now won this trophy for the twelfth time in the last thirteen seasons.
