PSG has now secured the season-opening trophy on 14 different times.
The Parisian giants required a dramatic equaliser followed by a perfect spot-kick decider to get past their arch-rivals in the Gulf and capture a fourth straight French Super Cup victory.
The Champions League holders appeared to be sailing towards a straightforward win in the match featuring the French league champions and the Coupe de France winners after Ousmane Dembele opened the net in the opening stages.
However, Marseille struck twice late to seize a surprise advantage. First, Mason Greenwood converted from the spot-kick, before Willian Pacho inadvertently turned the ball into his own net for an own-goal.
In a breathtaking turn of fortune, the Portuguese striker snatched a vital equaliser in the final seconds to force the contest into a penalty shootout. The Parisian shot-stopper Chevalier then emerged as the hero, stopping crucial kicks from O'Riley and Hamed Traore.
From the spot, Ramos, Vitinha, Nuno Mendes, and the young talent all converted with composure for Paris Saint-Germain to complete a 4-1 shootout victory.
The record champions PSG, who faced last season's Ligue 1 second-placed team Olympique de Marseille after completing a league and cup double, have now lifted this competition for the twelfth time in the past thirteen years.