PSG has now won the season-opening cup on fourteen different occasions.
Paris Saint-Germain required a stoppage-time leveler followed by a perfect spot-kick decider to get past their arch-rivals in Kuwait and secure a fourth straight Trophee des Champions title.
The European champions appeared to be sailing towards a straightforward triumph in the match between the Ligue 1 winners and the French Cup winners after the French winger found the net in the opening stages.
However, Marseille fired two times late to seize a surprise advantage. 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 turn of events, the Portuguese striker snatched a crucial equaliser in the dying seconds to force the match into a penalty shootout. The Parisian shot-stopper Chevalier then stood as the hero, saving crucial attempts from Matt O'Riley and Traore.
In the shootout, Ramos, Vitinha, the full-back, and the young talent all converted successfully for Paris Saint-Germain to seal a 4-1 penalty win.
Now 14-time champions PSG, who met last season's Ligue 1 second-placed team Olympique de Marseille after completing a domestic double, have now lifted this trophy for the 12th time in the last 13 seasons.