The Parisian club 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 their arch-rivals in Kuwait and secure a record-extending fourth consecutive Trophee des Champions victory.
The European champions seemed to be coasting towards a comfortable win in the match between the Ligue 1 winners and the Coupe de France holders after Ousmane Dembele opened the net early on.
However, Marseille struck two times in the closing moments to take a shock advantage. Initially, the English forward converted from the penalty spot, before the defender unfortunately directed the ball into his own net for an own goal.
In a remarkable twist of fortune, Goncalo Ramos snatched a crucial equaliser in the dying moments to force the match into a penalty shootout. PSG goalkeeper Chevalier then emerged as the key figure, saving crucial kicks from Matt O'Riley and Hamed Traore.
From the spot, Goncalo Ramos, Vitinha, the full-back, and Desire Doue all converted successfully for Paris Saint-Germain to seal a 4-1 penalty win.
Now 14-time winners Paris Saint-Germain, who met last season's Ligue 1 runners-up Olympique de Marseille after completing a domestic double, have now won this trophy for the twelfth time in the last thirteen years.