The Parisian club has now won the season-opening cup on fourteen different times.
Paris Saint-Germain required a dramatic equaliser followed by a successful spot-kick decider to overcome Marseille in Kuwait and capture a fourth straight Trophee des Champions victory.
The European champions appeared to be coasting towards a straightforward win in the match featuring the Ligue 1 champions and the Coupe de France holders after the French winger found the scoring in the opening stages.
Yet, Marseille struck two times late to seize a shock lead. First, the English forward converted from the penalty spot, before Willian Pacho unfortunately directed the ball into his own net for an own goal.
In a remarkable turn of fortune, the Portuguese striker grabbed a crucial equaliser in the final seconds to send the contest into a deciding shootout. The Parisian shot-stopper Chevalier then emerged as the key figure, saving crucial attempts from Matt O'Riley and Traore.
From the spot, Goncalo Ramos, Vitinha, Nuno Mendes, and Desire Doue all scored successfully for PSG to seal a convincing penalty win.
The record winners Paris Saint-Germain, who met last season's Ligue 1 runners-up Marseille after completing a league and cup double, have now won this trophy for the 12th time in the last 13 seasons.