The Parisian club has now claimed the prestigious trophy on fourteen separate times.
Paris Saint-Germain needed a stoppage-time leveler followed by a perfect spot-kick decider to overcome Marseille in the Gulf and capture a record-extending fourth consecutive Trophee des Champions victory.
The European champions seemed to be coasting towards a comfortable triumph in the match between the Ligue 1 champions and the French Cup holders after the French winger opened the net early on.
Yet, Marseille struck twice late to take a shock advantage. Initially, Mason Greenwood 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 snatched a crucial equaliser in the final moments to send the match into a penalty shootout. The Parisian shot-stopper Chevalier then emerged as the key figure, saving decisive attempts from Matt O'Riley and Traore.
From the spot, Goncalo Ramos, the midfielder, the full-back, and the young talent all scored successfully for PSG to complete a 4-1 penalty win.
Now 14-time champions Paris Saint-Germain, who met last season's Ligue 1 second-placed team Olympique de Marseille after achieving a domestic double, have now lifted this trophy for the twelfth time in the past 13 seasons.
