The Parisian club has now claimed the season-opening cup on 14 separate occasions.
Paris Saint-Germain required a stoppage-time equaliser followed by a successful 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 appeared to be coasting towards a straightforward win in the match between the French league winners and the Coupe de France holders after Ousmane Dembele opened the net in the opening stages.
However, Marseille fired two times late to seize a shock advantage. First, the English forward scored from the spot-kick, before Willian Pacho unfortunately directed the ball into his own net for an own-goal.
In a breathtaking turn of events, the Portuguese striker snatched a vital leveler in the final seconds to force the match into a penalty shootout. The Parisian shot-stopper Chevalier then emerged as the key figure, saving crucial kicks from O'Riley and Hamed Traore.
From the spot, Goncalo Ramos, the midfielder, Nuno Mendes, and the young talent all scored with composure for PSG to complete a 4-1 shootout win.
Now 14-time champions Paris Saint-Germain, who faced last season's Ligue 1 runners-up Marseille after achieving a domestic double, have now won this competition for the 12th time in the past 13 years.
