The Parisian club has now secured the season-opening trophy on fourteen different times.
Paris Saint-Germain needed a stoppage-time leveler followed by a successful spot-kick decider to overcome Marseille in the Gulf and secure a fourth straight Trophee des Champions title.
The Champions League holders seemed to be coasting towards a comfortable triumph in the showdown between the French league winners and the Coupe de France winners after the French winger opened the scoring early on.
Yet, Marseille fired twice in the closing moments to seize a shock lead. First, Mason Greenwood converted from the penalty spot, before Willian Pacho inadvertently turned the ball into his own net for an own-goal.
In a remarkable turn of events, the Portuguese striker grabbed a crucial leveler in the dying seconds to send the contest into a deciding shootout. The Parisian shot-stopper Chevalier then emerged as the key figure, stopping decisive kicks from Matt O'Riley and Traore.
From the spot, Goncalo Ramos, the midfielder, the full-back, and Desire Doue all converted successfully for Paris Saint-Germain 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 achieving a league and cup double, have now won this competition for the 12th time in the past thirteen years.