PSG has now claimed the season-opening trophy on 14 separate occasions.
Paris Saint-Germain required a stoppage-time equaliser followed by a perfect spot-kick decider to get past their arch-rivals in Kuwait and secure a fourth straight Trophee des Champions victory.
The European champions appeared to be sailing towards a straightforward win in the match between the French league winners and the French Cup holders after Ousmane Dembele opened the net in the opening stages.
However, Marseille struck two times in the closing moments to take a surprise advantage. Initially, Mason Greenwood converted from the spot-kick, before Willian Pacho inadvertently turned the ball into his own net for an own-goal.
In a remarkable turn of events, the Portuguese striker grabbed a vital leveler in the final moments to send the match into a deciding shootout. The Parisian shot-stopper Chevalier then emerged as the hero, saving crucial kicks from Matt O'Riley and Traore.
In the shootout, Ramos, the midfielder, Nuno Mendes, and Desire Doue all scored with composure for PSG to complete a 4-1 penalty win.
Now 14-time champions Paris Saint-Germain, who faced last season's Ligue 1 second-placed team Marseille after achieving a domestic double, have now won this trophy for the twelfth time in the past 13 years.