The Parisian club has now secured the season-opening cup on fourteen different times.
The Parisian giants needed a stoppage-time leveler followed by a successful spot-kick decider to get past their arch-rivals in the Gulf and capture a fourth straight French Super Cup title.
The Champions League holders appeared to be coasting towards a straightforward win in the match between the French league winners and the Coupe de France holders after the French winger opened the scoring early on.
Yet, Marseille fired two times in the closing moments to take a shock lead. First, Mason Greenwood converted from the spot-kick, before Willian Pacho inadvertently turned the ball into his own net for an own goal.
In a remarkable twist of fortune, the Portuguese striker grabbed a crucial equaliser in the dying moments to force the contest into a deciding shootout. PSG goalkeeper Chevalier then stood as the key figure, saving crucial attempts from Matt O'Riley and Hamed Traore.
From the spot, Goncalo Ramos, the midfielder, Nuno Mendes, and the young talent all converted with composure for PSG to complete a 4-1 shootout win.
Now 14-time champions PSG, who met last season's Ligue 1 runners-up Marseille after achieving a league and cup double, have now lifted this competition for the 12th time in the past 13 years.