The Parisian club has now claimed the season-opening trophy on 14 different times.
The Parisian giants needed a dramatic leveler followed by a perfect penalty shootout to get past their arch-rivals in the Gulf and capture a record-extending fourth consecutive Trophee des Champions victory.
The European champions appeared to be sailing towards a straightforward triumph in the showdown featuring the French league winners and the Coupe de France winners after the French winger found the scoring in the opening stages.
Yet, Marseille struck twice in the closing moments to take a shock lead. First, Mason Greenwood scored from the penalty spot, before Willian Pacho inadvertently turned the ball into his own net for an own-goal.
In a breathtaking turn of fortune, Goncalo Ramos grabbed a crucial leveler in the dying moments to send the contest into a penalty shootout. PSG goalkeeper Chevalier then emerged as the key figure, stopping crucial kicks from O'Riley and Hamed Traore.
From the spot, Ramos, Vitinha, Nuno Mendes, and Desire Doue all scored with composure for PSG to complete a 4-1 shootout victory.
The record champions Paris Saint-Germain, who met last season's Ligue 1 runners-up Olympique de Marseille after completing a league and cup double, have now won this trophy for the 12th time in the past 13 years.
