The Parisian club has now claimed the season-opening cup on 14 separate occasions.
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 record-extending fourth consecutive French Super Cup victory.
The European champions appeared to be sailing towards a comfortable win in the showdown between the Ligue 1 champions and the French Cup holders after Ousmane Dembele found the scoring in the opening stages.
Yet, Marseille struck two times in the closing moments to seize a surprise advantage. First, the English forward converted from the penalty spot, before Willian Pacho unfortunately turned the ball into his own net for an own-goal.
In a breathtaking twist of events, the Portuguese striker snatched a vital equaliser in the dying moments to send the match into a penalty shootout. PSG goalkeeper Chevalier then stood as the hero, stopping crucial attempts from Matt O'Riley and Traore.
In the shootout, Goncalo Ramos, Vitinha, Nuno Mendes, and Desire Doue all converted with composure for PSG to complete a 4-1 penalty victory.
Now 14-time champions Paris Saint-Germain, who faced last season's Ligue 1 runners-up Olympique de Marseille after completing a league and cup double, have now lifted this competition for the twelfth time in the last thirteen years.