PSG has now secured the season-opening cup on 14 separate occasions.
Paris Saint-Germain needed a dramatic leveler followed by a successful penalty shootout to get past Marseille in Kuwait and secure a record-extending fourth consecutive Trophee des Champions victory.
The Champions League holders seemed to be coasting towards a comfortable triumph in the showdown featuring the French league winners and the Coupe de France holders after Ousmane Dembele found the scoring early on.
Yet, Marseille fired two times in the closing moments to take a surprise advantage. First, Mason Greenwood scored from the penalty spot, before the defender unfortunately turned the ball into his own net for an own goal.
In a remarkable turn of events, the Portuguese striker grabbed a vital leveler in the final moments to send the match into a deciding shootout. The Parisian shot-stopper Chevalier then stood as the hero, saving decisive attempts from Matt O'Riley and Traore.
From the spot, Goncalo Ramos, the midfielder, Nuno Mendes, and Desire Doue all converted successfully for Paris Saint-Germain to complete a 4-1 shootout win.
The record champions 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 competition for the twelfth time in the past thirteen seasons.