PSG has now won the season-opening trophy on 14 different occasions.
The Parisian giants required 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 title.
The European champions seemed to be sailing towards a comfortable triumph in the match featuring the Ligue 1 winners and the Coupe de France winners after the French winger opened the scoring in the opening stages.
However, Marseille struck twice late to take a shock advantage. First, Mason Greenwood scored from the penalty spot, before the defender inadvertently directed the ball into his own net for an own goal.
In a breathtaking turn of fortune, Goncalo Ramos snatched a vital equaliser in the final moments to force the contest into a deciding shootout. PSG goalkeeper Chevalier then stood as the key figure, stopping crucial kicks from Matt O'Riley and Hamed Traore.
In the shootout, Goncalo Ramos, Vitinha, Nuno Mendes, and Desire Doue all scored successfully for Paris Saint-Germain to seal a 4-1 shootout victory.
The record winners PSG, who faced last season's Ligue 1 second-placed team Marseille after achieving a domestic double, have now lifted this trophy for the twelfth time in the last thirteen years.
