The Parisian club has now secured the season-opening trophy on fourteen different occasions.
Paris Saint-Germain needed a dramatic leveler followed by a successful spot-kick decider to get past their arch-rivals in the Gulf and secure a record-extending fourth consecutive Trophee des Champions title.
The European champions seemed to be sailing towards a straightforward triumph in the showdown between the French league champions and the Coupe de France winners after the French winger found the net early on.
Yet, Marseille fired two times late to take a surprise advantage. First, the English forward scored from the penalty spot, before the defender unfortunately turned the ball into his own net for an own-goal.
In a breathtaking 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, stopping crucial kicks from O'Riley and Hamed Traore.
From the spot, Ramos, Vitinha, the full-back, and the young talent all converted successfully for PSG to seal a convincing penalty win.
The record champions Paris Saint-Germain, who met last season's Ligue 1 runners-up Olympique de Marseille after achieving a league and cup double, have now lifted this competition for the 12th time in the last thirteen seasons.