PSG has now won the prestigious trophy on fourteen different times.
The Parisian giants needed a stoppage-time equaliser followed by a successful penalty shootout to overcome their arch-rivals in the Gulf and capture a record-extending fourth consecutive Trophee des Champions victory.
The European champions seemed to be sailing towards a straightforward win in the match between the French league winners and the French Cup holders after the French winger found the net in the opening stages.
However, Marseille struck twice in the closing moments to take a shock lead. First, the English forward scored from the spot-kick, before the defender inadvertently directed the ball into his own net for an own-goal.
In a remarkable twist of fortune, the Portuguese striker snatched a vital equaliser in the final seconds to force the contest into a deciding shootout. The Parisian shot-stopper Chevalier then stood as the hero, stopping decisive kicks from Matt O'Riley and Hamed Traore.
In the shootout, Goncalo Ramos, Vitinha, Nuno Mendes, and the young talent all converted successfully for PSG to seal a 4-1 shootout victory.
Now 14-time champions Paris Saint-Germain, who met last season's Ligue 1 second-placed team Olympique de Marseille after achieving a domestic double, have now lifted this competition for the 12th time in the last 13 years.