PSG has now claimed the season-opening trophy on fourteen separate occasions.
The Parisian giants needed a stoppage-time equaliser followed by a perfect spot-kick decider to get past Marseille in Kuwait and secure a fourth straight Trophee des Champions title.
The Champions League holders seemed to be coasting towards a straightforward win in the match featuring the Ligue 1 winners and the Coupe de France winners after Ousmane Dembele found the net early on.
However, Marseille fired two times late to seize a surprise advantage. Initially, Mason Greenwood converted from the penalty spot, before the defender inadvertently directed the ball into his own net for an own goal.
In a breathtaking turn of events, the Portuguese striker grabbed a crucial equaliser in the final seconds to send the match into a deciding shootout. PSG goalkeeper Chevalier then stood as the hero, saving decisive attempts from Matt O'Riley and Hamed Traore.
From the spot, Ramos, Vitinha, Nuno Mendes, and Desire Doue all converted with composure for Paris Saint-Germain to complete a 4-1 shootout win.
Now 14-time winners Paris Saint-Germain, who met last season's Ligue 1 second-placed team Olympique de Marseille after completing a league and cup double, have now lifted this competition for the twelfth time in the last thirteen years.