The Parisian club has now secured the season-opening trophy on 14 different times.
Paris Saint-Germain required a dramatic equaliser followed by a successful penalty shootout to get past their arch-rivals in Kuwait and capture a record-extending fourth consecutive Trophee des Champions title.
The Champions League holders appeared to be sailing towards a straightforward win in the match between the French league winners and the Coupe de France holders after the French winger found the scoring in the opening stages.
Yet, Marseille struck twice in the closing moments to take a surprise lead. Initially, the English forward converted from the spot-kick, before Willian Pacho inadvertently turned the ball into his own net for an own goal.
In a breathtaking twist of fortune, Goncalo Ramos grabbed a vital 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 kicks from Matt O'Riley and Traore.
In the shootout, Goncalo Ramos, Vitinha, the full-back, and Desire Doue all scored with composure for PSG to complete a 4-1 shootout victory.
The record winners Paris Saint-Germain, who faced last season's Ligue 1 runners-up Olympique de Marseille after completing a league and cup double, have now lifted this trophy for the 12th time in the past 13 years.