The Parisian club has now secured the prestigious cup on fourteen different times.
Paris Saint-Germain needed a stoppage-time equaliser followed by a perfect spot-kick decider to get past their arch-rivals in the Gulf and secure a record-extending fourth consecutive Trophee des Champions title.
The Champions League holders appeared to be sailing towards a comfortable triumph in the showdown between the French league winners and the Coupe de France holders after Ousmane Dembele found the scoring early on.
However, Marseille fired two times late to seize a shock lead. First, 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 twist of fortune, Goncalo Ramos snatched a vital leveler in the dying seconds to send the contest into a deciding shootout. PSG goalkeeper Chevalier then emerged as the key figure, saving decisive kicks from Matt O'Riley and Hamed Traore.
From the spot, Ramos, the midfielder, Nuno Mendes, and Desire Doue all converted with composure for Paris Saint-Germain to seal a 4-1 penalty win.
The record champions PSG, who faced last season's Ligue 1 second-placed team Marseille after achieving a domestic double, have now lifted this trophy for the 12th time in the past thirteen years.
