PSG has now secured the season-opening trophy on fourteen separate occasions.
Paris Saint-Germain required a dramatic equaliser followed by a perfect spot-kick decider to get past their arch-rivals in Kuwait and capture a record-extending fourth consecutive Trophee des Champions victory.
The Champions League holders appeared to be coasting towards a straightforward triumph in the match featuring the Ligue 1 winners and the French Cup holders after the French winger found the net early on.
However, Marseille fired twice late to take a surprise lead. First, the English forward converted from the penalty spot, before the defender unfortunately turned the ball into his own net for an own-goal.
In a breathtaking turn of events, Goncalo Ramos snatched a crucial equaliser in the dying moments to send the match into a deciding shootout. PSG goalkeeper Chevalier then stood as the key figure, stopping decisive attempts from Matt O'Riley and Hamed Traore.
In the shootout, Goncalo Ramos, Vitinha, the full-back, and Desire Doue all converted with composure for PSG to seal a 4-1 penalty victory.
The record champions PSG, who met last season's Ligue 1 runners-up Olympique de Marseille after completing a league and cup double, have now won this competition for the twelfth time in the last 13 years.