The Parisian club has now won the season-opening trophy on fourteen separate occasions.
The Parisian giants required a dramatic leveler followed by a perfect spot-kick decider to get past Marseille in Kuwait and secure a record-extending fourth consecutive Trophee des Champions title.
The Champions League holders seemed to be coasting towards a comfortable triumph in the match between the Ligue 1 winners and the Coupe de France winners after the French winger found the scoring in the opening stages.
Yet, Marseille fired twice in the closing moments to take a shock lead. Initially, Mason Greenwood scored from the penalty spot, before Willian Pacho inadvertently turned the ball into his own net for an own-goal.
In a remarkable turn of events, Goncalo Ramos snatched a vital leveler in the final seconds to force the contest into a penalty shootout. The Parisian shot-stopper Chevalier then stood as the key figure, saving crucial attempts from Matt O'Riley and Hamed Traore.
From the spot, Ramos, Vitinha, the full-back, and the young talent all converted successfully for Paris Saint-Germain to complete a 4-1 penalty victory.
The record champions Paris Saint-Germain, who faced last season's Ligue 1 runners-up Marseille after achieving a league and cup double, have now lifted this competition for the 12th time in the past thirteen seasons.