The Parisian club has now claimed the season-opening trophy on 14 separate occasions.
Paris Saint-Germain needed a stoppage-time leveler followed by a perfect spot-kick decider to overcome their arch-rivals in the Gulf and secure a fourth straight French Super Cup title.
The Champions League holders appeared to be sailing towards a straightforward triumph in the showdown between the Ligue 1 champions and the French Cup holders after the French winger opened the scoring in the opening stages.
Yet, Marseille fired twice late to take a surprise advantage. Initially, Mason Greenwood scored from the penalty spot, before the defender inadvertently turned the ball into his own net for an own-goal.
In a remarkable turn of events, the Portuguese striker grabbed a vital equaliser in the dying seconds to force the match into a penalty shootout. PSG goalkeeper Chevalier then stood as the hero, stopping decisive attempts from O'Riley and Traore.
From the spot, Goncalo Ramos, Vitinha, Nuno Mendes, and Desire Doue all converted with composure for Paris Saint-Germain to complete a 4-1 shootout win.
The record winners Paris Saint-Germain, who faced last season's Ligue 1 runners-up Marseille after completing a league and cup double, have now won this competition for the 12th time in the past thirteen years.