PSG has now secured the season-opening trophy on fourteen different times.
The Parisian giants needed a stoppage-time leveler followed by a perfect spot-kick decider to overcome Marseille in the Gulf and secure a record-extending fourth consecutive Trophee des Champions title.
The Champions League holders appeared to be sailing towards a straightforward triumph in the match featuring the French league champions and the Coupe de France holders after Ousmane Dembele found the net in the opening stages.
However, Marseille struck two times late to take a shock advantage. Initially, Mason Greenwood converted from the penalty spot, before Willian Pacho unfortunately directed the ball into his own net for an own-goal.
In a breathtaking turn of events, Goncalo Ramos grabbed a crucial equaliser in the final moments to send the contest into a deciding shootout. PSG goalkeeper Chevalier then emerged as the hero, saving crucial kicks from Matt O'Riley and Traore.
In the shootout, Goncalo Ramos, Vitinha, the full-back, and Desire Doue all scored with composure for Paris Saint-Germain to seal 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 won this trophy for the twelfth time in the last 13 seasons.