PSG has now won the season-opening trophy on 14 separate occasions.
Paris Saint-Germain needed a dramatic equaliser followed by a successful spot-kick decider to overcome their arch-rivals in the Gulf and secure a record-extending fourth consecutive Trophee des Champions victory.
The Champions League holders appeared to be sailing towards a comfortable triumph in the match between the Ligue 1 winners and the Coupe de France winners after the French winger opened the net in the opening stages.
However, Marseille struck twice late to take a surprise lead. First, Mason Greenwood converted from the spot-kick, before Willian Pacho inadvertently turned the ball into his own net for an own-goal.
In a breathtaking turn of events, the Portuguese striker grabbed a crucial equaliser in the final seconds to send the match into a deciding shootout. PSG goalkeeper Chevalier then stood as the hero, stopping decisive kicks from Matt O'Riley and Traore.
From the spot, Goncalo Ramos, Vitinha, the full-back, and the young talent all scored successfully for PSG to complete a 4-1 shootout victory.
Now 14-time winners Paris Saint-Germain, who met last season's Ligue 1 second-placed team Olympique de Marseille after completing a league and cup double, have now lifted this trophy for the 12th time in the last 13 years.