The Parisian club has now won the season-opening cup on fourteen different occasions.
Paris Saint-Germain needed a stoppage-time equaliser followed by a perfect penalty shootout to overcome Marseille in the Gulf and secure a record-extending fourth consecutive Trophee des Champions title.
The European champions appeared to be coasting towards a comfortable triumph in the match featuring the Ligue 1 champions and the Coupe de France winners after the French winger opened the scoring in the opening stages.
However, the southern French side fired twice late to seize a surprise lead. Initially, the English forward converted from the penalty spot, before Willian Pacho inadvertently directed the ball into his own net for an own goal.
In a remarkable turn of events, the Portuguese striker grabbed a vital leveler in the final moments to send the match into a deciding shootout. The Parisian shot-stopper Chevalier then emerged as the key figure, saving crucial attempts from Matt O'Riley and Traore.
In the shootout, Goncalo Ramos, the midfielder, Nuno Mendes, and the young talent all scored successfully for Paris Saint-Germain to seal a convincing penalty victory.
The record 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 won this trophy for the twelfth time in the last 13 years.