PSG has now secured the season-opening trophy on 14 separate times.
The Parisian giants needed a dramatic equaliser followed by a successful penalty shootout to overcome their arch-rivals in the Gulf and secure a fourth straight Trophee des Champions victory.
The European champions appeared to be sailing towards a comfortable win in the match featuring the French league champions and the Coupe de France holders after the French winger found the net in the opening stages.
However, Marseille struck twice late to take a shock advantage. First, the English forward converted from the penalty spot, before Willian Pacho inadvertently 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 final moments to send the contest into a penalty shootout. The Parisian shot-stopper Chevalier then emerged as the key figure, stopping crucial kicks from O'Riley and Hamed Traore.
From the spot, Goncalo Ramos, Vitinha, Nuno Mendes, and the young talent all scored with composure for Paris Saint-Germain to seal a 4-1 shootout win.
Now 14-time champions Paris Saint-Germain, who faced last season's Ligue 1 second-placed team Marseille after achieving a domestic double, have now lifted this competition for the 12th time in the last 13 years.
