The Parisian club has now won the season-opening cup on 14 separate occasions.
Paris Saint-Germain required a dramatic leveler followed by a successful penalty shootout to overcome Marseille in Kuwait and capture a record-extending fourth consecutive Trophee des Champions title.
The Champions League holders appeared to be coasting towards a straightforward win in the showdown between the French league winners and the Coupe de France holders after the French winger opened the scoring in the opening stages.
However, Marseille fired twice late to seize a shock lead. First, Mason Greenwood converted 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 vital leveler in the dying seconds to force the match into a penalty shootout. PSG goalkeeper Chevalier then emerged as the hero, saving decisive attempts from O'Riley and Traore.
From the spot, Ramos, the midfielder, Nuno Mendes, and Desire Doue all converted successfully for Paris Saint-Germain to seal a convincing shootout victory.
The record champions Paris Saint-Germain, who met last season's Ligue 1 runners-up Olympique de Marseille after achieving a league and cup double, have now won this competition for the 12th time in the past thirteen seasons.