PSG has now secured the season-opening cup on 14 different occasions.
The Parisian giants required a stoppage-time leveler followed by a successful spot-kick decider to overcome Marseille in the Gulf and secure a record-extending fourth consecutive Trophee des Champions victory.
The European champions appeared 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 early on.
However, Marseille fired twice in the closing moments to take a shock advantage. Initially, the English forward scored from the penalty spot, before Willian Pacho unfortunately directed the ball into his own net for an own-goal.
In a remarkable twist of fortune, the Portuguese striker snatched a vital leveler in the final seconds to send the contest into a deciding shootout. PSG goalkeeper Chevalier then emerged as the hero, saving crucial attempts from O'Riley and Hamed Traore.
In the shootout, Goncalo Ramos, the midfielder, the full-back, and Desire Doue all converted successfully for Paris Saint-Germain to complete a 4-1 shootout victory.
Now 14-time winners Paris Saint-Germain, who faced last season's Ligue 1 second-placed team Marseille after completing a league and cup double, have now lifted this competition for the twelfth time in the past 13 seasons.