PSG has now won the season-opening cup on 14 different times.
The Parisian giants needed a dramatic equaliser followed by a perfect spot-kick decider to get past their arch-rivals in the Gulf and capture a record-extending fourth consecutive French Super Cup title.
The Champions League holders appeared to be coasting towards a comfortable win in the match between the French league champions and the Coupe de France holders after the French winger opened the scoring in the opening stages.
However, Marseille struck two times in the closing moments to seize a shock advantage. Initially, the English forward scored from the penalty spot, before Willian Pacho unfortunately turned the ball into his own net for an own goal.
In a remarkable twist of events, Goncalo Ramos snatched a vital equaliser in the final seconds to send the contest into a penalty shootout. The Parisian shot-stopper Chevalier then emerged as the key figure, stopping crucial attempts from O'Riley and Traore.
In the shootout, Ramos, the midfielder, the full-back, and the young talent all scored successfully for Paris Saint-Germain to seal a 4-1 shootout win.
The record champions Paris Saint-Germain, who met last season's Ligue 1 runners-up Olympique de Marseille after completing a league and cup double, have now won this trophy for the 12th time in the past thirteen years.