The Parisian club has now claimed the season-opening trophy on 14 separate occasions.
Paris Saint-Germain required a dramatic equaliser followed by a successful penalty shootout to get past Marseille in the Gulf and secure a record-extending fourth consecutive Trophee des Champions title.
The Champions League holders appeared to be coasting towards a straightforward win in the match between the Ligue 1 winners and the French Cup winners after the French winger found the scoring in the opening stages.
Yet, the southern French side fired twice late to take a shock lead. First, Mason Greenwood scored from the spot-kick, before Willian Pacho inadvertently directed the ball into his own net for an own-goal.
In a remarkable turn of fortune, the Portuguese striker snatched a crucial equaliser in the dying moments to force the contest into a deciding shootout. The Parisian shot-stopper Chevalier then emerged as the hero, stopping decisive attempts from O'Riley and Hamed Traore.
In the shootout, Goncalo Ramos, Vitinha, the full-back, and Desire Doue all scored successfully for Paris Saint-Germain to seal a convincing shootout win.
The record winners PSG, who faced last season's Ligue 1 runners-up Olympique de Marseille after completing a league and cup double, have now lifted this competition for the 12th time in the past thirteen years.