PSG has now won the season-opening cup on 14 different times.
Paris Saint-Germain required a stoppage-time leveler followed by a perfect spot-kick decider to overcome their arch-rivals in Kuwait and capture a record-extending fourth consecutive Trophee des Champions title.
The European champions seemed to be coasting towards a straightforward triumph in the showdown between the Ligue 1 winners and the Coupe de France winners after the French winger found the scoring in the opening stages.
However, Marseille struck twice late to seize a surprise advantage. First, the English forward scored from the spot-kick, 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 dying moments to send the contest into a deciding shootout. PSG goalkeeper Chevalier then emerged as the hero, stopping decisive kicks from Matt O'Riley and Hamed Traore.
In the shootout, Goncalo Ramos, the midfielder, Nuno Mendes, and Desire Doue all scored with composure for Paris Saint-Germain to complete a 4-1 penalty win.
Now 14-time champions Paris Saint-Germain, who faced last season's Ligue 1 second-placed team Olympique de Marseille after achieving a league and cup double, have now lifted this competition for the 12th time in the past 13 seasons.
