The Parisian club has now won the season-opening cup on 14 different times.
Paris Saint-Germain needed a stoppage-time equaliser followed by a successful spot-kick decider to get past Marseille in Kuwait and secure a record-extending fourth consecutive Trophee des Champions victory.
The Champions League holders seemed to be coasting towards a comfortable win in the match featuring the Ligue 1 winners and the French Cup holders after Ousmane Dembele found the net early on.
Yet, Marseille fired twice in the closing moments to take a surprise advantage. First, the English forward scored from the penalty spot, before Willian Pacho unfortunately directed the ball into his own net for an own goal.
In a remarkable turn of fortune, the Portuguese striker snatched a crucial equaliser in the dying seconds to send the contest into a deciding shootout. The Parisian shot-stopper Chevalier then emerged as the key figure, saving crucial kicks from O'Riley and Hamed Traore.
In the shootout, Ramos, Vitinha, the full-back, and the young talent all scored with composure for Paris Saint-Germain to seal a 4-1 shootout victory.
Now 14-time champions PSG, who faced last season's Ligue 1 second-placed team Marseille after achieving a league and cup double, have now lifted this competition for the twelfth time in the last 13 years.