The Parisian club has now secured the season-opening cup on 14 separate times.
Paris Saint-Germain needed a stoppage-time leveler followed by a successful penalty shootout to overcome Marseille in Kuwait and secure a fourth straight Trophee des Champions title.
The Champions League holders seemed to be sailing towards a straightforward win in the match between the Ligue 1 winners and the French Cup holders after Ousmane Dembele opened the net in the opening stages.
Yet, Marseille fired twice in the closing moments to take a shock lead. Initially, Mason Greenwood converted from the penalty spot, before Willian Pacho inadvertently turned the ball into his own net for an own goal.
In a breathtaking turn of fortune, Goncalo Ramos snatched a vital equaliser in the dying moments to force the match into a penalty shootout. PSG goalkeeper Chevalier then stood as the key figure, saving decisive kicks from O'Riley and Hamed Traore.
In the shootout, Goncalo Ramos, Vitinha, the full-back, and the young talent all converted with composure for Paris Saint-Germain to seal a 4-1 penalty victory.
Now 14-time winners Paris Saint-Germain, who faced last season's Ligue 1 second-placed team Olympique de Marseille after achieving a domestic double, have now lifted this competition for the twelfth time in the last 13 seasons.