The Parisian club has now secured the season-opening trophy on 14 separate times.
Paris Saint-Germain needed a stoppage-time leveler followed by a successful spot-kick decider to get past their arch-rivals in the Gulf and secure a fourth straight French Super Cup victory.
The European champions appeared to be sailing towards a straightforward triumph in the match between the Ligue 1 winners and the French Cup holders after Ousmane Dembele opened the scoring early on.
Yet, Marseille fired two times late to take a surprise advantage. First, the English forward converted from the penalty spot, before the defender unfortunately directed the ball into his own net for an own goal.
In a remarkable twist of fortune, Goncalo Ramos grabbed a crucial equaliser in the dying moments to send the match into a deciding shootout. PSG goalkeeper Chevalier then stood as the key figure, saving crucial kicks from Matt O'Riley and Hamed Traore.
In the shootout, Ramos, Vitinha, Nuno Mendes, and the young talent all scored successfully for PSG to complete a 4-1 penalty victory.
The record champions PSG, who met last season's Ligue 1 runners-up Marseille after achieving a domestic double, have now lifted this competition for the 12th time in the past 13 years.