PSG has now secured the season-opening trophy on 14 different occasions.
Paris Saint-Germain needed a dramatic equaliser followed by a perfect penalty shootout to get past Marseille in Kuwait and capture a fourth straight Trophee des Champions victory.
The European champions appeared to be sailing towards a straightforward win in the match featuring the French league champions and the Coupe de France holders after Ousmane Dembele found the net in the opening stages.
However, Marseille fired two times in the closing moments to seize a shock lead. Initially, the English forward converted from the spot-kick, before the defender unfortunately turned the ball into his own net for an own-goal.
In a remarkable twist of events, Goncalo Ramos snatched a crucial equaliser in the final seconds to force the match into a deciding shootout. The Parisian shot-stopper Chevalier then stood as the key figure, saving decisive kicks from O'Riley and Traore.
In the shootout, Ramos, the midfielder, Nuno Mendes, and Desire Doue all converted successfully for Paris Saint-Germain to seal a 4-1 shootout win.
Now 14-time champions PSG, who met last season's Ligue 1 second-placed team Olympique de Marseille after completing a league and cup double, have now won this competition for the 12th time in the past thirteen seasons.