The Parisian club has now claimed the season-opening cup on fourteen different times.
Paris Saint-Germain needed a dramatic equaliser followed by a successful spot-kick decider to get past their arch-rivals in Kuwait and capture a fourth straight Trophee des Champions victory.
The Champions League holders seemed to be sailing towards a comfortable triumph in the match between the French league winners and the Coupe de France holders after the French winger opened the net in the opening stages.
However, Marseille struck two times late to take a surprise advantage. Initially, Mason Greenwood scored from the penalty spot, before Willian Pacho unfortunately turned the ball into his own net for an own goal.
In a remarkable twist of fortune, Goncalo Ramos grabbed a crucial leveler in the final moments to force the contest into a penalty shootout. The Parisian shot-stopper Chevalier then stood as the key figure, stopping decisive kicks from Matt O'Riley and Traore.
In the shootout, Ramos, Vitinha, Nuno Mendes, and the young talent all converted with composure for Paris Saint-Germain to complete a convincing shootout win.
The record champions PSG, who met last season's Ligue 1 second-placed team Marseille after completing a league and cup double, have now won this trophy for the 12th time in the past 13 seasons.