The Parisian club has now secured the prestigious cup on 14 separate times.
Paris Saint-Germain needed a stoppage-time leveler 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 seemed to be sailing towards a comfortable win in the match featuring the Ligue 1 winners and the Coupe de France holders after the French winger opened the scoring early on.
Yet, Marseille fired two times late to seize a surprise lead. Initially, the English forward converted from the spot-kick, before Willian Pacho unfortunately directed the ball into his own net for an own goal.
In a breathtaking turn of fortune, the Portuguese striker grabbed a crucial leveler in the final seconds to force the contest into a penalty shootout. PSG goalkeeper Chevalier then emerged as the hero, saving crucial attempts from Matt O'Riley and Hamed Traore.
From the spot, Goncalo Ramos, Vitinha, the full-back, and the young talent all converted with composure for Paris Saint-Germain to complete a 4-1 shootout win.
Now 14-time winners Paris Saint-Germain, who met last season's Ligue 1 runners-up Olympique de Marseille after achieving a league and cup double, have now won this trophy for the 12th time in the last 13 seasons.