PSG has now won the season-opening cup on 14 separate times.
The Parisian giants required a dramatic equaliser followed by a successful spot-kick decider to overcome their arch-rivals in the Gulf and capture a fourth straight French Super Cup title.
The Champions League holders appeared to be coasting towards a comfortable win in the showdown between the French league winners and the Coupe de France winners after Ousmane Dembele found the scoring in the opening stages.
Yet, Marseille struck twice in the closing moments to take a shock lead. Initially, Mason Greenwood scored from the spot-kick, before the defender inadvertently turned the ball into his own net for an own goal.
In a remarkable twist of events, the Portuguese striker snatched a crucial leveler in the final seconds to force the contest into a deciding shootout. PSG goalkeeper Chevalier then stood as the hero, saving crucial attempts from O'Riley and Hamed Traore.
In the shootout, Goncalo Ramos, the midfielder, Nuno Mendes, and Desire Doue all converted with composure for PSG to complete a convincing penalty victory.
Now 14-time champions Paris Saint-Germain, who met last season's Ligue 1 second-placed team Marseille after completing a domestic double, have now lifted this trophy for the 12th time in the last 13 seasons.