PSG has now claimed the season-opening trophy on fourteen different occasions.
The Parisian giants required a dramatic equaliser followed by a perfect penalty shootout to get past their arch-rivals in the Gulf and secure a record-extending fourth consecutive Trophee des Champions victory.
The Champions League holders seemed to be sailing towards a straightforward win in the showdown featuring the Ligue 1 winners and the Coupe de France holders after the French winger found the net in the opening stages.
However, Marseille struck two times in the closing moments to seize a surprise lead. First, Mason Greenwood scored from the spot-kick, before the defender inadvertently directed the ball into his own net for an own-goal.
In a remarkable twist of fortune, the Portuguese striker grabbed a vital leveler in the final seconds to send the match into a deciding shootout. The Parisian shot-stopper Chevalier then stood as the hero, saving decisive attempts from O'Riley and Traore.
From the spot, Goncalo Ramos, the midfielder, Nuno Mendes, and the young talent all scored with composure for Paris Saint-Germain to complete a convincing penalty win.
Now 14-time winners PSG, who faced last season's Ligue 1 runners-up Marseille after achieving a league and cup double, have now lifted this trophy for the 12th time in the last thirteen years.