The Parisian club has now secured the season-opening cup on 14 separate times.
Paris Saint-Germain required a stoppage-time equaliser 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 title.
The European champions seemed to be sailing towards a straightforward triumph in the match between the Ligue 1 champions and the Coupe de France holders after Ousmane Dembele opened the net in the opening stages.
However, Marseille struck two times in the closing moments to seize a shock advantage. First, Mason Greenwood scored from the penalty spot, before Willian Pacho inadvertently turned the ball into his own net for an own goal.
In a breathtaking twist of events, Goncalo Ramos snatched a crucial leveler in the final moments to send the match into a penalty shootout. The Parisian shot-stopper Chevalier then emerged as the key figure, stopping decisive attempts from O'Riley and Traore.
In the shootout, Ramos, Vitinha, Nuno Mendes, and the young talent all converted successfully for Paris Saint-Germain to complete a 4-1 shootout victory.
Now 14-time champions PSG, who met last season's Ligue 1 runners-up Marseille after completing a domestic double, have now won this competition for the 12th time in the past 13 seasons.