Mauricio Pochettino's team thrashed Le Mans 4-0 in their first pre-season outing, but could not manage to overcome Chambly, who were 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.
PSG's other new arrival, Gianluigi Donnarumma, will not return until after his post-Euros break.
Next up for Pochettino's side is a friendly with Augsburg in Orleans on Wednesday.