The Parisian club has now claimed the season-opening trophy on 14 different occasions.
Paris Saint-Germain needed a stoppage-time leveler followed by a successful penalty shootout to get past Marseille in the Gulf and secure a record-extending fourth consecutive Trophee des Champions victory.
The Champions League holders seemed to be sailing towards a straightforward triumph in the match featuring the Ligue 1 champions and the French Cup winners after Ousmane Dembele found the net in the opening stages.
However, Marseille struck two times late to take a surprise lead. First, the English forward converted from the penalty spot, before Willian Pacho unfortunately turned the ball into his own net for an own-goal.
In a breathtaking twist of fortune, the Portuguese striker grabbed a crucial leveler in the final moments to send the match into a deciding shootout. The Parisian shot-stopper Chevalier then emerged as the hero, saving decisive kicks from O'Riley and Hamed Traore.
From the spot, Ramos, the midfielder, the full-back, and Desire Doue all scored with composure for Paris Saint-Germain to seal a convincing shootout victory.
Now 14-time champions Paris Saint-Germain, who met last season's Ligue 1 second-placed team Olympique de Marseille after completing a league and cup double, have now lifted this trophy for the twelfth time in the last thirteen years.