The Parisian club has now won the season-opening cup on 14 separate times.
The Parisian giants required a stoppage-time equaliser followed by a successful spot-kick decider to overcome their arch-rivals in the Gulf and capture a fourth straight Trophee des Champions title.
The European champions appeared to be coasting towards a straightforward triumph in the showdown featuring the French league winners and the French Cup winners after the French winger opened the net in the opening stages.
However, Marseille fired two times late to seize a surprise advantage. First, the English forward scored from the penalty spot, before the defender inadvertently directed the ball into his own net for an own-goal.
In a breathtaking turn of events, Goncalo Ramos snatched a crucial equaliser in the dying moments to send the contest into a deciding shootout. The Parisian shot-stopper Chevalier then emerged as the key figure, saving decisive kicks from Matt O'Riley and Traore.
From the spot, Ramos, the midfielder, Nuno Mendes, and Desire Doue all converted with composure for Paris Saint-Germain to complete a 4-1 penalty win.
The record winners PSG, who faced last season's Ligue 1 runners-up Olympique de Marseille after achieving a domestic double, have now won this trophy for the twelfth time in the past 13 seasons.
