The Parisian club has now claimed the season-opening cup on 14 different occasions.
Paris Saint-Germain needed a stoppage-time equaliser followed by a perfect penalty shootout to get past Marseille in Kuwait and capture a record-extending fourth consecutive Trophee des Champions victory.
The European champions seemed to be coasting towards a comfortable win in the showdown between the Ligue 1 winners and the Coupe de France winners after Ousmane Dembele opened the net early on.
Yet, Marseille fired twice in the closing moments to take a surprise advantage. First, Mason Greenwood converted from the penalty spot, before Willian Pacho inadvertently turned the ball into his own net for an own goal.
In a remarkable turn of events, the Portuguese striker grabbed a crucial leveler in the dying moments to send the contest into a deciding shootout. The Parisian shot-stopper Chevalier then stood as the hero, stopping crucial attempts from Matt O'Riley and Traore.
In the shootout, Ramos, Vitinha, Nuno Mendes, and the young talent all converted with composure for Paris Saint-Germain to seal a 4-1 shootout win.
Now 14-time winners Paris Saint-Germain, who met last season's Ligue 1 second-placed team Marseille after achieving a domestic double, have now won this competition for the twelfth time in the past 13 years.