The Parisian club has now secured the season-opening cup on fourteen separate times.
The Parisian giants needed a dramatic equaliser followed by a perfect spot-kick decider to get past their arch-rivals in the Gulf and secure a record-extending fourth consecutive Trophee des Champions title.
The European champions appeared to be sailing towards a comfortable triumph in the match between the Ligue 1 champions and the French Cup winners after Ousmane Dembele found the scoring early on.
Yet, Marseille fired two times in the closing moments to take a surprise advantage. Initially, Mason Greenwood 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 crucial equaliser in the final moments to send the match into a deciding shootout. The Parisian shot-stopper Chevalier then emerged as the hero, saving decisive kicks from O'Riley and Hamed Traore.
From the spot, Ramos, Vitinha, Nuno Mendes, and the young talent all scored successfully for Paris Saint-Germain to complete a convincing penalty win.
The record champions PSG, 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 13 seasons.
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