PSG has now secured the season-opening cup on 14 different occasions.
The Parisian giants required a stoppage-time leveler followed by a perfect spot-kick decider to get past Marseille in the Gulf and secure a fourth straight Trophee des Champions title.
The Champions League holders appeared to be coasting towards a comfortable win in the match between the French league winners and the Coupe de France holders after Ousmane Dembele opened the scoring early on.
Yet, Marseille fired two times late to seize a surprise lead. First, the English forward scored from the penalty spot, before Willian Pacho unfortunately turned the ball into his own net for an own goal.
In a remarkable turn of fortune, Goncalo Ramos grabbed a vital leveler in the final moments to force the contest into a deciding shootout. The Parisian shot-stopper Chevalier then emerged as the key figure, stopping decisive kicks from Matt O'Riley and Hamed Traore.
From the spot, Goncalo Ramos, Vitinha, Nuno Mendes, and Desire Doue all scored successfully for PSG to complete a 4-1 shootout win.
The record champions PSG, who faced last season's Ligue 1 second-placed team Marseille after achieving a league and cup double, have now won this competition for the 12th time in the past 13 seasons.
