The Parisian club has now secured the season-opening trophy on fourteen different times.
Paris Saint-Germain needed a dramatic equaliser followed by a perfect penalty shootout to overcome their arch-rivals in the Gulf and secure a fourth straight French Super Cup title.
The Champions League holders appeared to be coasting towards a comfortable triumph in the match between the Ligue 1 champions and the French Cup winners after Ousmane Dembele found the net in the opening stages.
Yet, Marseille fired two times in the closing moments to seize a shock advantage. Initially, the English forward converted from the spot-kick, before the defender unfortunately directed the ball into his own net for an own-goal.
In a remarkable turn of events, Goncalo Ramos grabbed a vital leveler in the dying moments to force the contest into a deciding shootout. The Parisian shot-stopper Chevalier then stood as the hero, saving crucial kicks from O'Riley and Hamed Traore.
In the shootout, Ramos, the midfielder, the full-back, and the young talent all converted successfully for PSG to seal a 4-1 shootout victory.
The record winners Paris Saint-Germain, who faced last season's Ligue 1 second-placed team Marseille after achieving a league and cup double, have now lifted this competition for the twelfth time in the past thirteen seasons.