The Parisian club has now secured the season-opening trophy on fourteen different occasions.
The Parisian giants required 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 European champions appeared to be coasting towards a straightforward triumph in the showdown between the Ligue 1 winners and the French Cup holders after the French winger found the net early on.
However, Marseille fired twice in the closing moments to seize a shock advantage. First, the English forward scored from the spot-kick, before the defender unfortunately directed the ball into his own net for an own-goal.
In a remarkable turn of fortune, Goncalo Ramos grabbed a crucial equaliser in the dying moments to send the contest into a deciding shootout. The Parisian shot-stopper Chevalier then stood as the hero, stopping decisive attempts from O'Riley and Hamed Traore.
From the spot, Ramos, Vitinha, the full-back, and Desire Doue all scored successfully for Paris Saint-Germain to complete a 4-1 penalty victory.
The record champions PSG, who faced last season's Ligue 1 second-placed team Olympique de Marseille after achieving a domestic double, have now lifted this competition for the 12th time in the past thirteen years.