PSG has now won the prestigious cup on fourteen different occasions.
Paris Saint-Germain needed a dramatic equaliser followed by a perfect spot-kick decider to get past their arch-rivals in Kuwait and capture a fourth straight French Super Cup victory.
The Champions League holders appeared to be sailing towards a comfortable win in the match featuring the French league champions and the Coupe de France holders after Ousmane Dembele opened the scoring early on.
However, Marseille struck twice in the closing moments to take a surprise advantage. First, the English forward converted from the penalty spot, before Willian Pacho inadvertently directed the ball into his own net for an own-goal.
In a remarkable twist of events, Goncalo Ramos snatched a vital equaliser in the final moments to force the contest into a penalty shootout. PSG goalkeeper Chevalier then emerged as the hero, saving crucial kicks from O'Riley and Traore.
From the spot, Ramos, the midfielder, the full-back, and Desire Doue all converted with composure for PSG to complete a 4-1 shootout victory.
The record champions Paris Saint-Germain, who faced last season's Ligue 1 runners-up Olympique de Marseille after achieving a league and cup double, have now lifted this trophy for the twelfth time in the past 13 seasons.