The Parisian club has now secured the season-opening trophy on 14 separate times.
Paris Saint-Germain required a dramatic leveler followed by a successful spot-kick decider to get past Marseille in the Gulf and capture a fourth straight Trophee des Champions title.
The European champions appeared to be coasting towards a comfortable triumph in the match between the Ligue 1 winners and the Coupe de France winners after the French winger opened the scoring early on.
However, the southern French side struck two times late to take a shock lead. First, the English forward scored from the penalty spot, before the defender unfortunately 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 penalty shootout. PSG goalkeeper Chevalier then emerged as the key figure, stopping decisive kicks from Matt O'Riley and Hamed Traore.
In the shootout, Goncalo Ramos, the midfielder, the full-back, and Desire Doue all scored successfully for PSG to seal a convincing penalty victory.
Now 14-time winners Paris Saint-Germain, who met last season's Ligue 1 runners-up Olympique de Marseille after completing a league and cup double, have now won this competition for the twelfth time in the past 13 seasons.