PSG has now secured the prestigious trophy on 14 different occasions.
The Parisian giants required a stoppage-time leveler followed by a successful spot-kick decider to overcome their arch-rivals in the Gulf and capture a fourth straight French Super Cup title.
The European champions appeared to be coasting towards a comfortable triumph in the match featuring the Ligue 1 champions and the French Cup winners after Ousmane Dembele found the scoring in the opening stages.
However, Marseille struck twice late to seize a shock lead. Initially, the English forward converted from the spot-kick, before the defender inadvertently directed the ball into his own net for an own-goal.
In a remarkable turn of fortune, Goncalo Ramos grabbed a crucial leveler in the final seconds to force the match into a penalty shootout. The Parisian shot-stopper Chevalier then stood as the hero, saving decisive attempts from O'Riley and Hamed Traore.
From the spot, Ramos, Vitinha, the full-back, and Desire Doue all converted with composure for Paris Saint-Germain to complete a 4-1 shootout victory.
The record champions PSG, who met last season's Ligue 1 second-placed team Marseille after achieving a league and cup double, have now lifted this competition for the 12th time in the past 13 seasons.