PSG has now secured the prestigious trophy on fourteen separate occasions.
The Parisian giants required a stoppage-time equaliser followed by a successful spot-kick decider to get past Marseille in the Gulf and capture a record-extending fourth consecutive Trophee des Champions victory.
The Champions League holders seemed to be coasting towards a comfortable win in the match featuring the Ligue 1 winners and the Coupe de France winners after the French winger found the net early on.
Yet, Marseille fired two times late to take a surprise advantage. First, the English forward scored from the spot-kick, before the defender unfortunately turned the ball into his own net for an own-goal.
In a breathtaking twist of fortune, the Portuguese striker grabbed a vital leveler in the dying seconds to force the contest into a penalty shootout. The Parisian shot-stopper Chevalier then emerged as the hero, saving decisive kicks from Matt O'Riley and Hamed Traore.
From the spot, Goncalo Ramos, the midfielder, the full-back, and Desire Doue all scored successfully for PSG to seal a 4-1 shootout win.
The record winners Paris Saint-Germain, who faced last season's Ligue 1 runners-up Marseille after achieving a domestic double, have now won this trophy for the twelfth time in the last 13 seasons.