The Parisian club has now claimed the season-opening cup on 14 separate times.
Paris Saint-Germain needed a dramatic leveler followed by a perfect penalty shootout to get past Marseille in Kuwait and secure a fourth straight Trophee des Champions victory.
The Champions League holders seemed to be sailing towards a straightforward triumph in the showdown featuring the Ligue 1 champions and the French Cup holders after the French winger opened the scoring in the opening stages.
However, Marseille struck twice late to take a surprise lead. 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 breathtaking twist of events, the Portuguese striker snatched a crucial leveler in the final seconds to force the contest into a penalty shootout. The Parisian shot-stopper Chevalier then stood as the hero, stopping decisive attempts from O'Riley and Hamed Traore.
From the spot, Ramos, Vitinha, Nuno Mendes, and the young talent all converted with composure for PSG to seal a 4-1 penalty victory.
The record winners PSG, who faced last season's Ligue 1 runners-up Olympique de Marseille after completing a league and cup double, have now lifted this competition for the twelfth time in the last 13 years.