PSG has now secured the season-opening trophy on fourteen different times.
Paris Saint-Germain required a dramatic equaliser followed by a perfect penalty shootout to get past their arch-rivals in the Gulf and capture a record-extending fourth consecutive Trophee des Champions victory.
The European champions appeared to be coasting towards a comfortable triumph in the match between the Ligue 1 champions and the Coupe de France holders after the French winger found the net in the opening stages.
However, Marseille struck twice in the closing moments to take a surprise lead. First, the English forward converted from the spot-kick, before the defender unfortunately directed the ball into his own net for an own-goal.
In a breathtaking turn of fortune, Goncalo Ramos snatched a vital equaliser in the final seconds to force the contest into a deciding shootout. The Parisian shot-stopper Chevalier then emerged as the hero, saving decisive kicks from Matt O'Riley and Hamed Traore.
From the spot, Goncalo Ramos, the midfielder, Nuno Mendes, and the young talent all converted with composure for Paris Saint-Germain to complete a 4-1 penalty victory.
The record winners PSG, who faced last season's Ligue 1 runners-up Olympique de Marseille after achieving a domestic double, have now won this trophy for the twelfth time in the past thirteen years.