PSG has now won the season-opening trophy on fourteen separate occasions.
Paris Saint-Germain required a stoppage-time leveler followed by a successful spot-kick decider to overcome their arch-rivals in the Gulf and capture a fourth straight Trophee des Champions victory.
The Champions League holders seemed to be sailing towards a straightforward win in the showdown featuring the Ligue 1 winners and the Coupe de France holders after the French winger found the net in the opening stages.
However, Marseille struck twice late to take a surprise advantage. Initially, the English forward scored from the spot-kick, before the defender unfortunately directed the ball into his own net for an own-goal.
In a breathtaking turn of fortune, the Portuguese striker grabbed a crucial leveler in the final moments to force the match into a deciding shootout. PSG goalkeeper Chevalier then emerged as the hero, stopping decisive attempts from Matt O'Riley and Hamed Traore.
In the shootout, Goncalo Ramos, Vitinha, the full-back, and the young talent all converted successfully for Paris Saint-Germain to seal a convincing shootout victory.
Now 14-time champions PSG, who faced last season's Ligue 1 second-placed team Olympique de Marseille after completing a domestic double, have now lifted this trophy for the 12th time in the last 13 years.