The Parisian club has now won the season-opening trophy on fourteen different times.
The Parisian giants required a stoppage-time leveler followed by a perfect penalty shootout to overcome their arch-rivals in the Gulf and capture a record-extending fourth consecutive Trophee des Champions title.
The European champions seemed to be coasting towards a comfortable triumph in the match featuring the Ligue 1 winners and the French Cup holders after the French winger opened the net in the opening stages.
Yet, Marseille struck twice in the closing moments to take a shock advantage. First, the English forward converted from the penalty spot, before the defender inadvertently turned the ball into his own net for an own goal.
In a remarkable turn of fortune, Goncalo Ramos grabbed a vital leveler in the dying seconds to force the match into a deciding shootout. The Parisian shot-stopper Chevalier then emerged as the key figure, saving crucial kicks from Matt O'Riley and Hamed Traore.
In the shootout, Goncalo Ramos, the midfielder, the full-back, and Desire Doue all scored with composure for Paris Saint-Germain to complete a convincing shootout win.
The record winners Paris Saint-Germain, who met last season's Ligue 1 second-placed team Olympique de Marseille after achieving a domestic double, have now lifted this trophy for the twelfth time in the past thirteen years.