The Parisian club has now claimed the season-opening trophy on fourteen different occasions.
Paris Saint-Germain needed a dramatic equaliser followed by a perfect spot-kick decider to get past their arch-rivals in Kuwait and secure a record-extending fourth consecutive Trophee des Champions victory.
The Champions League holders seemed to be coasting towards a straightforward triumph in the showdown between the French league winners and the French Cup holders after Ousmane Dembele opened the scoring early on.
Yet, Marseille struck two times late to take a shock lead. First, Mason Greenwood scored from the spot-kick, before Willian Pacho inadvertently turned the ball into his own net for an own goal.
In a breathtaking turn of events, Goncalo Ramos snatched a vital equaliser in the dying moments to force the match into a penalty shootout. PSG goalkeeper Chevalier then stood as the key figure, stopping crucial attempts from O'Riley and Hamed Traore.
In the shootout, Goncalo Ramos, Vitinha, Nuno Mendes, and Desire Doue all converted with composure for Paris Saint-Germain to seal a 4-1 penalty victory.
The record winners PSG, who met last season's Ligue 1 second-placed team Olympique de Marseille after achieving a domestic double, have now lifted this competition for the 12th time in the last thirteen years.