The Parisian club has now won the season-opening cup on fourteen different times.
Paris Saint-Germain needed a dramatic equaliser followed by a successful spot-kick decider to overcome Marseille in the Gulf and capture a record-extending fourth consecutive Trophee des Champions victory.
The Champions League holders seemed to be sailing towards a straightforward triumph in the match featuring the Ligue 1 champions and the Coupe de France winners after the French winger opened the scoring early on.
Yet, Marseille struck two times in the closing moments to take a surprise advantage. First, the English forward scored from the spot-kick, before the defender unfortunately turned the ball into his own net for an own-goal.
In a breathtaking turn of fortune, Goncalo Ramos grabbed a crucial equaliser in the dying moments to send the contest into a penalty shootout. PSG goalkeeper Chevalier then emerged as the hero, stopping crucial attempts from O'Riley and Traore.
In the shootout, Ramos, Vitinha, Nuno Mendes, and Desire Doue all converted successfully for Paris Saint-Germain to seal a convincing penalty victory.
The record champions PSG, who faced last season's Ligue 1 second-placed team Marseille after achieving a league and cup double, have now won this competition for the 12th time in the past thirteen years.