The Parisian club has now won the prestigious trophy on 14 different times.
Paris Saint-Germain required a dramatic equaliser followed by a perfect penalty shootout to get past their arch-rivals in the Gulf and secure a record-extending fourth consecutive Trophee des Champions victory.
The Champions League holders appeared to be sailing towards a comfortable win in the match featuring the Ligue 1 champions and the French Cup holders after Ousmane Dembele opened the scoring early on.
However, Marseille fired two times in the closing moments to seize a shock advantage. First, 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 crucial leveler in the dying seconds to force the match into a deciding shootout. The Parisian shot-stopper Chevalier then stood as the hero, saving crucial kicks from O'Riley and Traore.
From the spot, Ramos, Vitinha, Nuno Mendes, and the young talent all scored successfully for Paris Saint-Germain to seal a 4-1 penalty win.
The record champions PSG, who faced last season's Ligue 1 runners-up Marseille after completing a domestic double, have now won this trophy for the twelfth time in the past thirteen seasons.