PSG has now claimed the season-opening cup on 14 different times.
Paris Saint-Germain required a dramatic equaliser followed by a perfect spot-kick decider to get past Marseille in the Gulf and secure a fourth straight Trophee des Champions victory.
The Champions League holders appeared to be sailing towards a straightforward win in the match between the Ligue 1 winners and the French Cup holders after Ousmane Dembele found the net in the opening stages.
However, Marseille fired two times late to take a shock lead. Initially, Mason Greenwood converted from the spot-kick, before Willian Pacho unfortunately directed the ball into his own net for an own-goal.
In a remarkable twist of fortune, Goncalo Ramos grabbed a crucial equaliser in the final seconds to force the match into a penalty shootout. The Parisian shot-stopper Chevalier then stood as the key figure, saving decisive attempts from O'Riley and Hamed Traore.
In the shootout, Ramos, the midfielder, the full-back, and Desire Doue all scored with composure for Paris Saint-Germain to complete a convincing penalty victory.
Now 14-time winners 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 competition for the twelfth time in the past 13 years.
