The Parisian club has now claimed the season-opening trophy on 14 different times.
The Parisian giants required a dramatic 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 European champions appeared to be sailing towards a comfortable triumph in the match featuring the Ligue 1 champions and the French Cup winners after Ousmane Dembele opened the net early on.
Yet, Marseille fired twice late to take a surprise advantage. First, Mason Greenwood scored from the spot-kick, before the defender inadvertently directed the ball into his own net for an own goal.
In a remarkable turn of events, the Portuguese striker grabbed a crucial leveler in the dying moments to force the match into a penalty shootout. The Parisian shot-stopper Chevalier then stood as the hero, stopping decisive attempts from Matt O'Riley and Hamed Traore.
From the spot, Ramos, the midfielder, Nuno Mendes, and Desire Doue all scored with composure for PSG to seal a 4-1 shootout win.
Now 14-time champions Paris Saint-Germain, who met last season's Ligue 1 runners-up Olympique de Marseille after achieving a domestic double, have now won this trophy for the twelfth time in the past thirteen seasons.