The Parisian club has now claimed the prestigious cup on fourteen 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 secure a fourth straight French Super Cup victory.
The Champions League holders seemed to be sailing towards a comfortable win in the showdown between the French league champions and the Coupe de France holders after Ousmane Dembele opened the scoring early on.
Yet, Marseille struck twice late to seize a shock lead. Initially, Mason Greenwood scored from the penalty spot, before the defender unfortunately directed the ball into his own net for an own-goal.
In a breathtaking twist of fortune, the Portuguese striker snatched a vital leveler in the final moments to force the contest into a deciding shootout. PSG goalkeeper Chevalier then stood as the key figure, stopping decisive kicks from O'Riley and Hamed Traore.
From the spot, Goncalo Ramos, the midfielder, Nuno Mendes, and the young talent all converted with composure for Paris Saint-Germain to complete a 4-1 shootout victory.
The record champions Paris Saint-Germain, who met last season's Ligue 1 runners-up Olympique de Marseille after achieving a league and cup double, have now lifted this trophy for the 12th time in the past 13 seasons.