The Parisian club has now claimed the season-opening trophy on fourteen separate occasions.
Paris Saint-Germain needed a dramatic leveler followed by a perfect spot-kick decider to overcome 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 triumph in the showdown between the Ligue 1 winners and the Coupe de France holders after the French winger opened the scoring in the opening stages.
However, Marseille struck twice late to seize a shock advantage. First, Mason Greenwood converted from the penalty spot, before the defender inadvertently turned the ball into his own net for an own-goal.
In a breathtaking twist of events, Goncalo Ramos snatched a crucial leveler in the final moments to force the match into a penalty shootout. The Parisian shot-stopper Chevalier then emerged as the key figure, stopping decisive attempts from Matt O'Riley and Hamed Traore.
From the spot, Ramos, Vitinha, the full-back, and Desire Doue all scored with composure for PSG to seal a convincing penalty victory.
Now 14-time winners PSG, who faced last season's Ligue 1 runners-up Marseille after achieving a domestic double, have now won this trophy for the twelfth time in the past 13 years.