PSG has now won the season-opening cup on 14 different times.
Paris Saint-Germain needed a stoppage-time leveler followed by a perfect spot-kick decider to get past Marseille in Kuwait and capture a fourth straight Trophee des Champions victory.
The European champions seemed to be coasting towards a comfortable triumph in the showdown featuring the French league winners and the French Cup holders after the French winger found the scoring in the opening stages.
However, Marseille fired two times in the closing moments to take a surprise advantage. First, the English forward converted from the spot-kick, before the defender unfortunately directed the ball into his own net for an own goal.
In a remarkable twist of events, Goncalo Ramos grabbed a vital equaliser in the dying seconds to force the contest into a deciding shootout. The Parisian shot-stopper Chevalier then stood as the hero, saving decisive attempts from Matt O'Riley and Traore.
From the spot, Goncalo Ramos, the midfielder, the full-back, and the young talent all converted with composure for Paris Saint-Germain to seal a 4-1 penalty victory.
The record winners Paris Saint-Germain, who met last season's Ligue 1 second-placed team Marseille after achieving a league and cup double, have now won this competition for the twelfth time in the past thirteen seasons.
