Mauricio Pochettino's team thrashed Le Mans 4-0 in its first pre-season outing, but could not manage to overcome Chambly, which was relegated from Ligue 2 last season.
Icardi opened the scoring from the penalty spot, but Guillaume Heinry got the better of substitute goalkeeper Sergio Rico after half-time.
Xavi Simons scored his second goal of pre-season to nudge PSG back ahead, only for Doucoure to finish from a corner in the 89th minute.
Having made his debut against Le Mans, Achraf Hakimi was not involved for PSG, while Sergio Ramos is still working his way back to fitness.
PSG's other new arrival, Gianluigi Donnarumma, will not return until after his post-European championship break.
Next up for Pochettino's side is a friendly with Bundesliga side Augsburg in Orleans on Thursday (AEST).