The Parisian club has now secured the season-opening cup on 14 different times.
Paris Saint-Germain needed a stoppage-time equaliser followed by a successful penalty shootout to overcome their arch-rivals in Kuwait and secure a record-extending fourth consecutive Trophee des Champions victory.
The European champions appeared to be coasting towards a straightforward win in the showdown between the Ligue 1 winners and the French Cup winners after Ousmane Dembele found the net in the opening stages.
However, Marseille fired twice in the closing moments to take a surprise advantage. First, Mason Greenwood converted from the spot-kick, before Willian Pacho unfortunately 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 final seconds to force the match into a deciding shootout. The Parisian shot-stopper Chevalier then emerged as the hero, saving decisive kicks from Matt O'Riley and Traore.
In the shootout, Ramos, the midfielder, the full-back, and Desire Doue all scored with composure for PSG to complete a 4-1 penalty victory.
Now 14-time winners Paris Saint-Germain, who faced last season's Ligue 1 runners-up Marseille after achieving a domestic double, have now lifted this competition for the twelfth time in the past 13 years.
