The Parisian club has now won the season-opening trophy on 14 separate occasions.
Paris Saint-Germain needed a stoppage-time equaliser followed by a successful spot-kick decider to get past their arch-rivals in the Gulf and capture a fourth straight French Super Cup title.
The Champions League holders seemed to be sailing towards a comfortable win in the match between the French league winners and the French Cup holders after Ousmane Dembele found the scoring in the opening stages.
Yet, Marseille fired two times in the closing moments to seize a surprise advantage. Initially, the English forward converted from the spot-kick, before the defender inadvertently turned the ball into his own net for an own goal.
In a remarkable twist of events, the Portuguese striker snatched a vital equaliser in the dying moments to force the match into a deciding shootout. PSG goalkeeper Chevalier then emerged as the key figure, stopping decisive attempts from Matt O'Riley and Hamed Traore.
From the spot, Goncalo Ramos, Vitinha, the full-back, and Desire Doue all scored successfully for PSG 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 competition for the twelfth time in the last thirteen years.