The Parisian club has now won the season-opening cup on fourteen separate occasions.
Paris Saint-Germain needed a stoppage-time equaliser followed by a perfect penalty shootout to overcome their arch-rivals in Kuwait and capture a record-extending fourth consecutive Trophee des Champions victory.
The European champions seemed to be sailing towards a straightforward triumph in the showdown featuring the French league champions and the French Cup holders after Ousmane Dembele opened the net early on.
However, Marseille struck two times late to take a shock lead. Initially, Mason Greenwood converted from the spot-kick, before the defender unfortunately directed the ball into his own net for an own goal.
In a breathtaking turn of events, the Portuguese striker snatched a vital leveler in the dying seconds to send the match into a penalty shootout. PSG goalkeeper Chevalier then stood as the hero, stopping crucial kicks from Matt O'Riley and Hamed Traore.
From the spot, Ramos, Vitinha, Nuno Mendes, and Desire Doue all converted successfully for Paris Saint-Germain to complete a 4-1 penalty win.
The record winners PSG, who faced last season's Ligue 1 second-placed team Marseille after completing a domestic double, have now lifted this trophy for the 12th time in the past thirteen seasons.