The Parisian club has now claimed the prestigious trophy on 14 different times.
Paris Saint-Germain needed a stoppage-time leveler followed by a successful penalty shootout to overcome Marseille in the Gulf and secure a record-extending fourth consecutive Trophee des Champions title.
The Champions League holders appeared to be sailing towards a comfortable triumph in the match featuring the Ligue 1 winners and the Coupe de France winners after the French winger found the scoring in the opening stages.
However, Marseille struck twice in the closing moments to take a shock advantage. Initially, Mason Greenwood converted from the penalty spot, before the defender unfortunately turned the ball into his own net for an own goal.
In a breathtaking turn of events, Goncalo Ramos snatched a crucial equaliser in the final moments to send the contest into a penalty shootout. The Parisian shot-stopper Chevalier then stood as the key figure, stopping crucial attempts from Matt O'Riley and Hamed Traore.
From the spot, Goncalo Ramos, the midfielder, Nuno Mendes, and Desire Doue all converted successfully for Paris Saint-Germain to seal a 4-1 shootout win.
Now 14-time champions PSG, who faced last season's Ligue 1 second-placed team Olympique de Marseille after achieving a league and cup double, have now won this trophy for the 12th time in the past 13 seasons.
