The Parisian club has now won the prestigious trophy on 14 separate times.
Paris Saint-Germain required a dramatic leveler followed by a successful spot-kick decider to get past their arch-rivals in the Gulf and capture a record-extending fourth consecutive French Super Cup victory.
The European champions appeared to be sailing towards a comfortable win in the match between the French league champions and the French Cup holders after Ousmane Dembele found the net in the opening stages.
However, Marseille struck twice late to take a shock advantage. First, Mason Greenwood converted from the penalty spot, before the defender inadvertently turned the ball into his own net for an own-goal.
In a breathtaking turn of events, Goncalo Ramos snatched a vital leveler in the final seconds to force the match into a deciding shootout. PSG goalkeeper Chevalier then emerged as the key figure, saving decisive attempts from Matt O'Riley and Traore.
In the shootout, Ramos, Vitinha, Nuno Mendes, and Desire Doue all scored successfully for Paris Saint-Germain to seal a 4-1 shootout win.
Now 14-time winners PSG, who faced last season's Ligue 1 second-placed team Marseille after achieving a domestic double, have now lifted this trophy for the twelfth time in the last thirteen seasons.