The Parisian club has now claimed the season-opening cup on 14 different occasions.
Paris Saint-Germain needed a dramatic leveler followed by a successful penalty shootout to get past Marseille in the Gulf and secure a fourth straight Trophee des Champions title.
The Champions League holders seemed to be sailing towards a straightforward triumph in the showdown between the French league champions and the French Cup holders after Ousmane Dembele found the scoring early on.
However, Marseille fired twice in the closing moments to seize a shock lead. Initially, the English forward converted from the spot-kick, before Willian Pacho unfortunately directed the ball into his own net for an own-goal.
In a breathtaking twist of fortune, Goncalo Ramos snatched a vital leveler in the final seconds to force the match into a deciding shootout. PSG goalkeeper Chevalier then stood as the key figure, stopping decisive kicks from Matt O'Riley and Traore.
In the shootout, Goncalo Ramos, Vitinha, Nuno Mendes, and Desire Doue all scored successfully for PSG to complete a 4-1 shootout win.
The record winners Paris Saint-Germain, who met last season's Ligue 1 runners-up Marseille after completing a league and cup double, have now lifted this trophy for the 12th time in the past thirteen seasons.