The Parisian club has now secured the season-opening cup on fourteen separate occasions.
Paris Saint-Germain required a dramatic equaliser followed by a perfect spot-kick decider to get past their arch-rivals in Kuwait and capture a record-extending fourth consecutive Trophee des Champions victory.
The European champions seemed to be sailing towards a straightforward triumph in the match featuring the Ligue 1 champions and the French Cup winners after the French winger found the net in the opening stages.
Yet, Marseille fired two times late to take a shock advantage. First, the English forward converted from the penalty spot, before Willian Pacho inadvertently directed the ball into his own net for an own goal.
In a breathtaking twist of events, the Portuguese striker snatched a vital leveler in the final moments to send the contest into a penalty shootout. The Parisian shot-stopper Chevalier then emerged as the key figure, saving crucial kicks from O'Riley and Hamed Traore.
From the spot, Ramos, Vitinha, the full-back, and Desire Doue all scored successfully for PSG to seal a convincing penalty win.
Now 14-time winners Paris Saint-Germain, 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 13 years.