The Parisian club has now claimed the season-opening cup on fourteen separate occasions.
The Parisian giants needed a dramatic equaliser followed by a perfect spot-kick decider to get past Marseille in the Gulf and secure a record-extending fourth consecutive Trophee des Champions title.
The Champions League holders seemed to be coasting towards a comfortable win in the match between the Ligue 1 winners and the Coupe de France holders after the French winger opened the scoring in the opening stages.
However, Marseille struck twice in the closing moments to seize a shock advantage. First, Mason Greenwood converted from the penalty spot, before the defender inadvertently turned the ball into his own net for an own goal.
In a remarkable turn of fortune, Goncalo Ramos snatched a crucial leveler in the final seconds to send the match into a deciding shootout. PSG goalkeeper Chevalier then stood as the hero, stopping decisive attempts from Matt O'Riley and Traore.
From the spot, Goncalo Ramos, Vitinha, the full-back, and Desire Doue all scored successfully for PSG to seal a 4-1 shootout victory.
Now 14-time winners Paris Saint-Germain, who faced last season's Ligue 1 runners-up Marseille after completing a league and cup double, have now lifted this trophy for the twelfth time in the last thirteen years.