The Parisian club has now won the prestigious cup on 14 separate times.
Paris Saint-Germain needed a dramatic leveler followed by a perfect penalty shootout to overcome their arch-rivals in the Gulf and capture a record-extending fourth consecutive Trophee des Champions title.
The Champions League holders appeared to be coasting towards a comfortable win in the showdown between the Ligue 1 champions and the Coupe de France holders after Ousmane Dembele found the scoring in the opening stages.
Yet, Marseille struck two times late to take a shock lead. Initially, the English forward converted from the penalty spot, before Willian Pacho inadvertently turned 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 dying moments to send the match into a deciding shootout. The Parisian shot-stopper Chevalier then stood as the hero, saving crucial kicks from Matt O'Riley and Hamed Traore.
From the spot, Goncalo Ramos, the midfielder, Nuno Mendes, and the young talent all converted with composure for PSG to complete a 4-1 penalty win.
Now 14-time champions Paris Saint-Germain, who faced last season's Ligue 1 second-placed team Olympique de Marseille after achieving a league and cup double, have now lifted this trophy for the twelfth time in the past thirteen years.
