The Parisian club has now secured the season-opening cup on fourteen different occasions.
Paris Saint-Germain needed a dramatic equaliser followed by a perfect spot-kick decider to overcome their arch-rivals in Kuwait and secure a fourth straight Trophee des Champions victory.
The Champions League holders seemed to be coasting towards a straightforward win in the match between the French league winners and the French Cup winners after the French winger found the scoring early on.
However, Marseille struck twice late to take a surprise advantage. Initially, 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 breathtaking turn of fortune, Goncalo Ramos grabbed a vital leveler in the final moments to send the contest into a penalty shootout. The Parisian shot-stopper Chevalier then emerged as the hero, saving crucial attempts from Matt O'Riley and Hamed Traore.
From the spot, Goncalo Ramos, the midfielder, Nuno Mendes, and Desire Doue all scored successfully for PSG to complete a convincing penalty win.
The record winners Paris Saint-Germain, who faced last season's Ligue 1 second-placed team Marseille after completing a domestic double, have now lifted this competition for the twelfth time in the past 13 years.