The Parisian club has now won the season-opening trophy on 14 different times.
The Parisian giants required a dramatic equaliser followed by a successful penalty shootout to overcome Marseille in Kuwait and capture a fourth straight Trophee des Champions victory.
The Champions League holders appeared to be coasting towards a comfortable win in the match featuring the French league winners and the Coupe de France winners after the French winger found the scoring early on.
However, Marseille struck twice late to seize a shock lead. Initially, Mason Greenwood converted from the spot-kick, before the defender inadvertently directed the ball into his own net for an own goal.
In a remarkable twist of events, Goncalo Ramos snatched a vital equaliser in the dying moments to send the match into a deciding shootout. The Parisian shot-stopper Chevalier then stood as the key figure, saving crucial attempts from Matt O'Riley and Hamed Traore.
From the spot, Ramos, Vitinha, the full-back, and the young talent all converted with composure for PSG to seal a convincing penalty win.
The record champions Paris Saint-Germain, who met last season's Ligue 1 runners-up Olympique de Marseille after completing a league and cup double, have now lifted this competition for the twelfth time in the past 13 seasons.