The Parisian club has now won the season-opening trophy on 14 different occasions.
The Parisian giants required a dramatic leveler followed by a successful spot-kick decider to get past their arch-rivals in the Gulf and capture a record-extending fourth consecutive Trophee des Champions title.
The European champions seemed to be sailing towards a straightforward win in the match featuring the Ligue 1 winners and the Coupe de France winners after the French winger opened the scoring early on.
However, Marseille struck two times in the closing moments to seize a surprise advantage. First, Mason Greenwood scored from the penalty spot, before the defender inadvertently turned the ball into his own net for an own goal.
In a remarkable turn of fortune, the Portuguese striker snatched a vital equaliser in the dying seconds to send the match into a penalty shootout. The Parisian shot-stopper Chevalier then emerged as the hero, stopping decisive kicks from Matt O'Riley and Hamed Traore.
From the spot, Ramos, the midfielder, Nuno Mendes, and Desire Doue all scored with composure for Paris Saint-Germain to seal a 4-1 shootout victory.
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 won this competition for the 12th time in the past 13 years.
