The Parisian club has now won the season-opening cup on 14 separate times.
The Parisian giants needed a dramatic leveler followed by a successful penalty shootout to overcome Marseille in Kuwait and secure a fourth straight Trophee des Champions title.
The European champions appeared to be coasting towards a comfortable triumph in the showdown between the Ligue 1 winners and the French Cup holders after Ousmane Dembele found the scoring early on.
Yet, Marseille struck twice in the closing moments to seize a shock advantage. Initially, Mason Greenwood converted from the spot-kick, before Willian Pacho unfortunately directed the ball into his own net for an own-goal.
In a breathtaking twist of fortune, the Portuguese striker snatched a crucial leveler in the final moments to send the match into a deciding shootout. PSG goalkeeper Chevalier then emerged as the hero, stopping decisive kicks from O'Riley and Hamed Traore.
In the shootout, Goncalo Ramos, Vitinha, the full-back, and the young talent all scored with composure for Paris Saint-Germain to seal a 4-1 penalty win.
The record champions Paris Saint-Germain, who met last season's Ligue 1 runners-up Marseille after completing a league and cup double, have now won this competition for the twelfth time in the last 13 years.