PSG has now won the season-opening trophy on 14 different occasions.
The Parisian giants needed 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 victory.
The Champions League holders seemed to be coasting towards a comfortable triumph in the showdown between the Ligue 1 champions and the Coupe de France holders after Ousmane Dembele found the net early on.
However, Marseille fired two times late to take a surprise advantage. First, the English forward converted from the penalty spot, before the defender inadvertently directed the ball into his own net for an own-goal.
In a remarkable turn of fortune, Goncalo Ramos snatched a crucial leveler in the dying seconds to send the contest into a deciding shootout. PSG goalkeeper Chevalier then emerged as the key figure, stopping decisive attempts from O'Riley and Traore.
In the shootout, Ramos, Vitinha, Nuno Mendes, and Desire Doue all converted successfully for PSG to seal a convincing penalty victory.
Now 14-time champions Paris Saint-Germain, who faced last season's Ligue 1 second-placed team Olympique de Marseille after completing a league and cup double, have now lifted this trophy for the 12th time in the past thirteen years.
