The Parisian club has now claimed the prestigious trophy on 14 separate occasions.
The Parisian giants needed a dramatic equaliser followed by a perfect penalty shootout to overcome Marseille in the Gulf and secure a fourth straight Trophee des Champions victory.
The European champions seemed to be sailing towards a straightforward triumph in the showdown between the French league winners and the Coupe de France holders after Ousmane Dembele found the net in the opening stages.
However, Marseille fired twice in the closing moments to take a surprise lead. First, the English forward converted from the penalty spot, before the defender unfortunately directed the ball into his own net for an own-goal.
In a remarkable turn of events, Goncalo Ramos snatched a crucial equaliser in the dying moments to force the match into a deciding shootout. The Parisian shot-stopper Chevalier then emerged as the hero, stopping decisive attempts from O'Riley and Hamed Traore.
In the shootout, Ramos, Vitinha, the full-back, and Desire Doue all scored successfully for Paris Saint-Germain to seal a 4-1 shootout win.
Now 14-time winners PSG, who met last season's Ligue 1 second-placed team Marseille after completing a domestic double, have now won this trophy for the twelfth time in the past thirteen seasons.
