The Parisian club has now won the season-opening trophy on 14 separate times.
Paris Saint-Germain needed a dramatic equaliser followed by a successful spot-kick decider to overcome their arch-rivals in Kuwait and secure a record-extending fourth consecutive Trophee des Champions title.
The European champions appeared to be sailing towards a straightforward win in the showdown featuring the French league champions and the Coupe de France holders after the French winger found the scoring in the opening stages.
Yet, Marseille fired two times late to take a surprise lead. Initially, Mason Greenwood converted from the penalty spot, before Willian Pacho inadvertently directed the ball into his own net for an own-goal.
In a remarkable turn of events, Goncalo Ramos snatched a crucial equaliser in the final seconds to force the match into a deciding shootout. The Parisian shot-stopper Chevalier then stood as the key figure, stopping crucial attempts from O'Riley and Traore.
In the shootout, Goncalo Ramos, Vitinha, the full-back, and Desire Doue all scored successfully for PSG to complete a 4-1 shootout win.
Now 14-time winners Paris Saint-Germain, who met last season's Ligue 1 second-placed team Marseille after achieving a domestic double, have now lifted this trophy for the 12th time in the last thirteen seasons.