The Parisian club has now won the season-opening trophy on 14 separate times.
The Parisian giants needed a stoppage-time leveler followed by a perfect spot-kick decider to overcome their arch-rivals in the Gulf and secure a fourth straight French Super Cup victory.
The European champions appeared to be sailing towards a straightforward win in the showdown between the Ligue 1 champions and the Coupe de France holders after Ousmane Dembele found the net early on.
However, Marseille struck twice in the closing moments to take a shock lead. First, the English forward converted from the penalty spot, before Willian Pacho unfortunately turned the ball into his own net for an own goal.
In a remarkable turn of events, the Portuguese striker snatched a vital leveler in the final seconds to send the match into a deciding shootout. The Parisian shot-stopper Chevalier then emerged as the key figure, stopping crucial kicks from O'Riley and Hamed Traore.
In the shootout, Ramos, the midfielder, Nuno Mendes, and Desire Doue all converted with composure for Paris Saint-Germain to seal a 4-1 penalty victory.
Now 14-time winners Paris Saint-Germain, who faced last season's Ligue 1 second-placed team Marseille after completing a league and cup double, have now lifted this trophy for the 12th time in the last 13 years.
