The Parisian club has now claimed the season-opening cup on fourteen separate 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 victory.
The Champions League holders appeared to be coasting towards a comfortable win in the showdown between the French league winners and the Coupe de France winners after the French winger found the scoring in the opening stages.
However, Marseille struck two times in the closing moments to take a shock lead. Initially, Mason Greenwood converted from the spot-kick, before Willian Pacho unfortunately directed the ball into his own net for an own goal.
In a breathtaking turn of fortune, Goncalo Ramos snatched a vital leveler in the dying seconds to send the match into a deciding shootout. The Parisian shot-stopper Chevalier then stood as the key figure, saving decisive kicks from Matt O'Riley and Hamed Traore.
In the shootout, Ramos, the midfielder, the full-back, and the young talent all converted with composure for Paris Saint-Germain to seal a 4-1 shootout win.
The record champions Paris Saint-Germain, who faced last season's Ligue 1 second-placed team Marseille after completing a league and cup double, have now lifted this trophy for the twelfth time in the past 13 seasons.