The Parisian club has now won the prestigious trophy on fourteen separate times.
Paris Saint-Germain needed a stoppage-time equaliser followed by a perfect spot-kick decider to overcome their arch-rivals in Kuwait and capture a fourth straight Trophee des Champions title.
The Champions League holders seemed to be coasting towards a comfortable win in the showdown between the Ligue 1 champions and the Coupe de France holders after the French winger opened the scoring in the opening stages.
Yet, Marseille struck two times late to take a shock lead. Initially, the English forward scored from the spot-kick, before the defender inadvertently turned the ball into his own net for an own-goal.
In a remarkable turn of fortune, Goncalo Ramos snatched a vital equaliser in the dying moments to force the contest into a penalty shootout. PSG goalkeeper Chevalier then stood as the key figure, 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 PSG to seal a 4-1 shootout victory.
Now 14-time champions Paris Saint-Germain, who faced last season's Ligue 1 runners-up Marseille after completing a domestic double, have now won this competition for the 12th time in the past thirteen years.