The Parisian club has now secured the season-opening trophy on 14 different times.
The Parisian giants needed a dramatic equaliser followed by a successful spot-kick decider to overcome Marseille in the Gulf and capture a fourth straight Trophee des Champions victory.
The Champions League holders appeared to be sailing towards a straightforward triumph in the showdown between the French league winners and the Coupe de France winners after the French winger found the net early on.
However, Marseille struck twice late to seize a shock advantage. First, the English forward scored from the penalty spot, before Willian Pacho inadvertently turned the ball into his own net for an own-goal.
In a remarkable turn of events, the Portuguese striker snatched a crucial equaliser in the final seconds to send the contest into a deciding shootout. PSG goalkeeper Chevalier then emerged as the key figure, saving decisive kicks from O'Riley and Hamed Traore.
In the shootout, Goncalo Ramos, Vitinha, the full-back, and the young talent all converted with composure for PSG to seal a 4-1 penalty victory.
Now 14-time champions Paris Saint-Germain, who met last season's Ligue 1 second-placed team Marseille after achieving a domestic double, have now won this trophy for the 12th time in the last 13 years.
