The Parisian club has now secured the season-opening trophy on 14 separate times.
Paris Saint-Germain needed a dramatic equaliser followed by a perfect penalty shootout to overcome Marseille in the Gulf and capture a record-extending fourth consecutive Trophee des Champions victory.
The Champions League holders seemed to be sailing towards a comfortable triumph in the showdown featuring the Ligue 1 winners and the Coupe de France holders after Ousmane Dembele found the scoring in the opening stages.
Yet, the southern French side fired twice late to take a shock lead. Initially, the English forward converted from the penalty spot, before the defender inadvertently turned the ball into his own net for an own goal.
In a remarkable turn of fortune, Goncalo Ramos snatched a crucial equaliser in the final moments to send the contest into a deciding shootout. The Parisian shot-stopper Chevalier then stood as the key figure, saving decisive attempts from Matt O'Riley and Traore.
From the spot, Ramos, the midfielder, the full-back, and Desire Doue all scored successfully for Paris Saint-Germain to complete a convincing penalty win.
Now 14-time winners PSG, who faced last season's Ligue 1 runners-up Marseille after achieving a league and cup double, have now lifted this competition for the 12th time in the past 13 years.