PSG has now claimed the season-opening cup on 14 different occasions.
Paris Saint-Germain required a stoppage-time leveler followed by a perfect penalty shootout to get past Marseille in the Gulf and secure a record-extending fourth consecutive Trophee des Champions title.
The Champions League holders appeared to be coasting towards a comfortable win in the showdown between the French league champions and the Coupe de France winners after the French winger found the net in the opening stages.
However, Marseille struck twice late to seize a surprise advantage. Initially, Mason Greenwood scored from the penalty spot, before the defender inadvertently turned the ball into his own net for an own-goal.
In a remarkable turn of events, the Portuguese striker snatched a crucial leveler in the final moments to force the match into a deciding shootout. The Parisian shot-stopper Chevalier then emerged as the hero, stopping crucial attempts from O'Riley and Hamed Traore.
From the spot, Goncalo Ramos, the midfielder, Nuno Mendes, and Desire Doue all converted successfully for PSG to complete a 4-1 shootout victory.
Now 14-time champions Paris Saint-Germain, who met last season's Ligue 1 second-placed team Marseille after achieving a domestic double, have now lifted this competition for the 12th time in the past thirteen years.