PSG has now won the season-opening cup on 14 separate occasions.
The Parisian giants needed a stoppage-time equaliser followed by a perfect penalty shootout to overcome their arch-rivals in the Gulf and secure a record-extending fourth consecutive Trophee des Champions title.
The European champions appeared to be coasting towards a straightforward win in the showdown featuring the French league winners and the Coupe de France winners after the French winger opened the scoring in the opening stages.
Yet, Marseille fired twice in the closing moments to take a surprise advantage. First, the English forward converted from the spot-kick, before Willian Pacho unfortunately directed the ball into his own net for an own-goal.
In a breathtaking turn of fortune, Goncalo Ramos snatched a vital equaliser in the final moments to force the match into a deciding shootout. The Parisian shot-stopper Chevalier then stood as the key figure, stopping decisive kicks from Matt O'Riley and Hamed Traore.
In the shootout, Ramos, the midfielder, the full-back, and the young talent all scored with composure for Paris Saint-Germain to complete a convincing shootout victory.
Now 14-time champions PSG, who faced last season's Ligue 1 second-placed team Marseille after achieving a domestic double, have now won this trophy for the twelfth time in the past 13 years.
