The Parisian club has now claimed the season-opening cup on 14 different occasions.
The Parisian giants required a dramatic equaliser followed by a successful penalty shootout to overcome Marseille in the Gulf and capture a record-extending fourth consecutive Trophee des Champions title.
The Champions League holders appeared to be coasting towards a straightforward triumph in the match between the Ligue 1 champions and the French Cup holders after Ousmane Dembele opened the scoring in the opening stages.
Yet, the southern French side struck two times late to take a shock advantage. First, the English forward converted from the penalty spot, before the defender inadvertently directed the ball into his own net for an own-goal.
In a remarkable twist of fortune, Goncalo Ramos grabbed a vital leveler in the final seconds to send the match into a penalty shootout. The Parisian shot-stopper Chevalier then emerged as the key figure, stopping decisive kicks from O'Riley and Hamed Traore.
In the shootout, Ramos, the midfielder, the full-back, and the young talent all converted successfully for PSG to seal a 4-1 shootout victory.
Now 14-time champions Paris Saint-Germain, who faced last season's Ligue 1 second-placed team Marseille after completing a league and cup double, have now lifted this trophy for the 12th time in the past 13 seasons.
