PSG has now won the season-opening cup on fourteen different occasions.
The Parisian giants needed a stoppage-time equaliser followed by a successful penalty shootout to overcome their arch-rivals in the Gulf and secure a record-extending fourth consecutive Trophee des Champions title.
The Champions League holders appeared to be sailing towards a comfortable triumph in the showdown featuring the Ligue 1 winners and the Coupe de France winners after the French winger opened the net in the opening stages.
Yet, Marseille struck twice late to take a surprise lead. Initially, Mason Greenwood scored from the penalty spot, before Willian Pacho inadvertently directed the ball into his own net for an own goal.
In a remarkable twist of fortune, the Portuguese striker snatched a vital equaliser in the dying moments to send the contest into a penalty shootout. The Parisian shot-stopper Chevalier then emerged as the hero, saving crucial kicks from Matt O'Riley and Hamed Traore.
From the spot, Goncalo Ramos, the midfielder, Nuno Mendes, and Desire Doue all scored with composure for PSG to seal a 4-1 shootout victory.
The record champions Paris Saint-Germain, who faced last season's Ligue 1 second-placed team Marseille after achieving a league and cup double, have now lifted this trophy for the 12th time in the past thirteen seasons.