PSG has now won the season-opening trophy on 14 different times.
The Parisian giants needed a stoppage-time 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 European champions appeared to be sailing towards a straightforward triumph in the match featuring the French league winners and the French Cup winners after the French winger opened the net early on.
However, Marseille struck two times late to take a surprise advantage. Initially, the English forward scored from the spot-kick, before Willian Pacho inadvertently turned the ball into his own net for an own goal.
In a breathtaking turn of events, the Portuguese striker grabbed a vital leveler in the final seconds to force the match into a deciding shootout. The Parisian shot-stopper Chevalier then emerged as the key figure, saving crucial kicks from O'Riley and Hamed Traore.
From the spot, Ramos, the midfielder, the full-back, and Desire Doue all converted successfully for PSG to complete a 4-1 shootout victory.
The record champions Paris Saint-Germain, who met last season's Ligue 1 runners-up Marseille after completing a domestic double, have now lifted this competition for the twelfth time in the last thirteen seasons.