PSG has now won the season-opening trophy on 14 separate times.
The Parisian giants required a dramatic equaliser followed by a successful spot-kick decider to get past Marseille in Kuwait and capture a fourth straight Trophee des Champions title.
The Champions League holders appeared to be coasting towards a straightforward win in the showdown between the Ligue 1 champions and the French Cup holders after Ousmane Dembele opened the net early on.
However, Marseille struck two times late to take a surprise advantage. First, Mason Greenwood scored from the spot-kick, before Willian Pacho unfortunately turned the ball into his own net for an own-goal.
In a breathtaking turn of fortune, the Portuguese striker grabbed a vital equaliser in the final moments to force the contest into a penalty shootout. The Parisian shot-stopper Chevalier then stood as the key figure, stopping crucial attempts from O'Riley and Traore.
In the shootout, Goncalo Ramos, the midfielder, the full-back, and Desire Doue all converted successfully for PSG to complete a 4-1 penalty victory.
Now 14-time champions Paris Saint-Germain, who faced last season's Ligue 1 second-placed team Olympique de Marseille after achieving a league and cup double, have now lifted this competition for the twelfth time in the last 13 seasons.
