The Parisian club has now secured the season-opening trophy on 14 different times.
Paris Saint-Germain needed a dramatic equaliser followed by a perfect penalty shootout to get past their arch-rivals in Kuwait and secure a record-extending fourth consecutive Trophee des Champions victory.
The European champions seemed to be sailing towards a comfortable win in the match between the Ligue 1 winners and the French Cup winners after the French winger opened the scoring early on.
However, Marseille fired two times in the closing moments to seize a shock advantage. First, Mason Greenwood converted from the spot-kick, before the defender unfortunately directed the ball into his own net for an own-goal.
In a remarkable turn of events, the Portuguese striker snatched a crucial leveler in the dying seconds to send the match into a penalty shootout. PSG goalkeeper Chevalier then emerged as the hero, stopping decisive attempts from O'Riley and Hamed Traore.
From the spot, Goncalo Ramos, Vitinha, the full-back, and the young talent all converted successfully for PSG to complete a 4-1 penalty win.
Now 14-time winners Paris Saint-Germain, who met last season's Ligue 1 runners-up Marseille after achieving a domestic double, have now won this trophy for the twelfth time in the past thirteen years.