The Parisian club has now claimed the prestigious cup on 14 separate times.
Paris Saint-Germain required a stoppage-time leveler followed by a perfect spot-kick decider to get past Marseille in the Gulf and secure a record-extending fourth consecutive Trophee des Champions victory.
The European champions seemed to be sailing towards a comfortable triumph in the match between the French league champions and the Coupe de France holders after Ousmane Dembele found the net early on.
However, Marseille fired two times in the closing moments to take a shock advantage. 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 twist of fortune, the Portuguese striker snatched a crucial leveler in the final seconds to send the match into a deciding shootout. The Parisian shot-stopper Chevalier then emerged as the hero, saving decisive attempts from Matt O'Riley and Traore.
From the spot, Ramos, Vitinha, the full-back, and Desire Doue all scored with composure for PSG to seal a convincing penalty victory.
The record champions PSG, who met last season's Ligue 1 second-placed team Marseille after completing a domestic double, have now lifted this trophy for the 12th time in the past thirteen seasons.