PSG has now secured the prestigious trophy on fourteen different times.
Paris Saint-Germain needed a dramatic equaliser followed by a perfect penalty shootout to get past their arch-rivals in Kuwait and secure a record-extending fourth consecutive Trophee des Champions victory.
The Champions League holders seemed to be sailing towards a straightforward triumph in the showdown featuring the Ligue 1 champions and the Coupe de France winners after Ousmane Dembele opened the net early on.
However, Marseille fired twice late to take a shock lead. Initially, Mason Greenwood scored from the spot-kick, before the defender unfortunately turned the ball into his own net for an own-goal.
In a remarkable twist of events, Goncalo Ramos grabbed a crucial equaliser in the dying seconds to force the match into a penalty shootout. The Parisian shot-stopper Chevalier then emerged as the hero, saving crucial attempts from O'Riley and Traore.
From the spot, Goncalo Ramos, Vitinha, Nuno Mendes, and Desire Doue all scored with composure for PSG to seal a 4-1 shootout win.
The record winners Paris Saint-Germain, who met last season's Ligue 1 runners-up Marseille after achieving a domestic double, have now won this competition for the twelfth time in the past thirteen seasons.