The Parisian club has now claimed the season-opening cup on fourteen different occasions.
The Parisian giants needed a stoppage-time equaliser followed by a successful spot-kick decider to overcome Marseille in Kuwait and secure a fourth straight Trophee des Champions victory.
The Champions League holders appeared to be sailing towards a comfortable win in the showdown featuring the Ligue 1 winners and the French Cup holders after Ousmane Dembele found the scoring in the opening stages.
However, Marseille fired twice late to seize a shock advantage. First, Mason Greenwood converted from the penalty spot, before the defender unfortunately turned the ball into his own net for an own goal.
In a remarkable twist of fortune, the Portuguese striker grabbed a crucial equaliser in the final moments to force the match into a deciding shootout. The Parisian shot-stopper Chevalier then emerged as the key figure, saving decisive attempts from O'Riley and Hamed Traore.
In the shootout, Ramos, Vitinha, the full-back, and the young talent all converted successfully for PSG to seal a 4-1 penalty win.
The record champions Paris Saint-Germain, who faced last season's Ligue 1 runners-up Marseille after achieving a league and cup double, have now won this competition for the 12th time in the last 13 seasons.