PSG has now secured the prestigious cup on 14 separate times.
The Parisian giants needed a dramatic leveler followed by a perfect spot-kick decider to overcome their arch-rivals in the Gulf and secure a record-extending fourth consecutive French Super Cup title.
The European champions appeared to be sailing towards a comfortable win in the match between the Ligue 1 winners and the French Cup holders after Ousmane Dembele opened the scoring early on.
However, Marseille fired two times in the closing moments to seize a surprise advantage. First, Mason Greenwood scored from the spot-kick, before the defender inadvertently directed the ball into his own net for an own-goal.
In a remarkable turn of events, Goncalo Ramos grabbed a crucial equaliser in the final seconds to force the match into a penalty shootout. PSG goalkeeper Chevalier then emerged as the hero, saving crucial attempts from Matt O'Riley and Hamed Traore.
From the spot, Goncalo Ramos, the midfielder, Nuno Mendes, and Desire Doue all scored successfully for Paris Saint-Germain to complete a 4-1 shootout victory.
The record winners Paris Saint-Germain, who met last season's Ligue 1 second-placed team Marseille after achieving a domestic double, have now won this trophy for the 12th time in the past 13 seasons.