PSG has now won the season-opening cup on 14 different times.
Paris Saint-Germain required a dramatic equaliser followed by a perfect spot-kick decider to get past their arch-rivals in the Gulf and capture a fourth straight Trophee des Champions victory.
The European champions appeared to be coasting towards a straightforward win in the showdown featuring the Ligue 1 winners and the French Cup winners after Ousmane Dembele found the net in the opening stages.
However, Marseille fired two times late to seize a shock lead. Initially, the English forward converted from the penalty spot, before Willian Pacho inadvertently turned the ball into his own net for an own goal.
In a remarkable turn of fortune, the Portuguese striker snatched a crucial leveler in the final seconds to send the contest into a deciding shootout. The Parisian shot-stopper Chevalier then emerged as the hero, stopping crucial attempts from Matt O'Riley and Traore.
In the shootout, Ramos, Vitinha, the full-back, and Desire Doue all scored with composure for PSG to complete a 4-1 shootout victory.
Now 14-time champions PSG, who met last season's Ligue 1 second-placed team Olympique de Marseille after completing a league and cup double, have now lifted this competition for the 12th time in the last 13 seasons.
