The Parisian club has now claimed the season-opening cup on 14 separate times.
Paris Saint-Germain needed a stoppage-time equaliser followed by a perfect spot-kick decider to get past their arch-rivals in Kuwait and secure a fourth straight Trophee des Champions victory.
The European champions appeared to be coasting towards a comfortable win in the match featuring the Ligue 1 champions and the French Cup holders after Ousmane Dembele found the net early on.
Yet, Marseille fired two times in the closing moments to seize a surprise advantage. Initially, Mason Greenwood converted from the spot-kick, before Willian Pacho unfortunately directed the ball into his own net for an own goal.
In a breathtaking twist of events, Goncalo Ramos snatched a crucial leveler in the final moments to force the contest into a deciding shootout. PSG goalkeeper Chevalier then stood as the key figure, stopping crucial attempts from Matt O'Riley and Traore.
From the spot, Ramos, the midfielder, the full-back, and the young talent all converted with composure for PSG to seal a 4-1 penalty win.
The record champions Paris Saint-Germain, who faced last season's Ligue 1 runners-up Olympique de Marseille after completing a domestic double, have now won this trophy for the twelfth time in the past thirteen seasons.
