The Parisian club has now secured the season-opening trophy on 14 different times.
The Parisian giants needed a dramatic leveler followed by a successful spot-kick decider to overcome their arch-rivals in Kuwait and capture a fourth straight Trophee des Champions victory.
The Champions League holders seemed to be sailing towards a straightforward triumph in the match featuring the Ligue 1 champions and the French Cup holders after the French winger opened the scoring early on.
Yet, Marseille fired twice in the closing moments to seize a shock advantage. Initially, Mason Greenwood scored from the spot-kick, before the defender unfortunately directed the ball into his own net for an own goal.
In a breathtaking turn of fortune, the Portuguese striker grabbed a vital leveler in the dying moments to force the contest into a deciding shootout. The Parisian shot-stopper Chevalier then emerged as the key figure, stopping crucial attempts from O'Riley and Hamed Traore.
From the spot, Goncalo Ramos, Vitinha, the full-back, and the young talent all converted successfully for Paris Saint-Germain to seal a 4-1 penalty victory.
Now 14-time champions PSG, who faced last season's Ligue 1 runners-up Olympique de Marseille after achieving a domestic double, have now lifted this competition for the twelfth time in the last 13 seasons.
