The Parisian club has now secured the prestigious trophy on 14 different times.
Paris Saint-Germain needed a dramatic 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 coasting towards a comfortable triumph in the match between the Ligue 1 winners and the Coupe de France winners after the French winger found the scoring in the opening stages.
Yet, Marseille struck twice late to take a shock lead. Initially, the English forward converted from the spot-kick, before Willian Pacho unfortunately directed the ball into his own net for an own goal.
In a remarkable turn of fortune, Goncalo Ramos snatched a crucial leveler in the dying seconds to send the match into a penalty shootout. The Parisian shot-stopper Chevalier then stood as the hero, stopping decisive kicks from Matt O'Riley and Traore.
In the shootout, Ramos, Vitinha, the full-back, and Desire Doue all converted with composure for Paris Saint-Germain to seal a convincing penalty win.
The record winners PSG, who met last season's Ligue 1 second-placed team Marseille after completing a league and cup double, have now won this competition for the 12th time in the last 13 seasons.