Montpellier found their groove and swatted aside the usually combative Stade Rennes 4-0 on the south coast to move top of the Ligue 1 table with their third win out of three. Senegal's Souleymane Camara scored twice.
Saint-Etienne could have joined Montpellier as the only sides with maximum points but had to be content to leave stuttering Olympique Marseille with a 0-0 draw.
The home side went close through striker Loic Remy and had an appeal for handball in the box turned down, but Saint-Etienne threatened in the second half when Bakary Sako struck the bar before they had Jean-Pascal Mignot sent off late on.
PSG, bought by ambitious Qatari investors in May, shelled out tens of millions of euros on new signings in the close season but began the French league campaign with a loss and a draw.
The pressure on coach Antoine Kombouare looked set to increase until Brazilian Nene coolly dispatched the 64th-minute spot-kick after a handball by David Ducourtioux.
"Three points, a win, that was top-level football," Kombouare, whose job has been linked in the media with Italian Carlo Ancelotti, told reporters.
"We are making progress because we won and that bodes well for the future. It was a difficult victory. But such wins are very interesting."
The hosts, with record French signing Javier Pastore on the bench, took the lead at a sunny Parc des Princes on 39 minutes when Kevin Gameiro deftly netted his second goal for his new club after a quick counter-attack involving Jeremy Menez.
Valenciennes, strugglers for much of last season, hit back in first-half stoppage time when Remi Gomis powerfully headed in a cross.
Sochaux won 2-1 at Nancy in the other Sunday kick-off despite Mali striker Modibo Maiga again refusing to play as he tries to push through a move to England's Newcastle United.
Champions Lille grabbed their first victory of the campaign with a 2-1 win at Caen on Saturday.
