PSG has now claimed the prestigious cup on fourteen separate occasions.
Paris Saint-Germain required a dramatic leveler followed by a perfect 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 comfortable triumph in the showdown featuring the French league champions and the Coupe de France winners after Ousmane Dembele found the net in the opening stages.
However, Marseille fired twice late to take a surprise lead. First, Mason Greenwood converted from the spot-kick, before Willian Pacho inadvertently directed the ball into his own net for an own-goal.
In a breathtaking twist of fortune, the Portuguese striker snatched a vital leveler in the final moments to send the match into a deciding shootout. The Parisian shot-stopper Chevalier then stood as the key figure, stopping decisive kicks from O'Riley and Hamed Traore.
In the shootout, Goncalo Ramos, the midfielder, the full-back, and the young talent all scored successfully for PSG to seal a 4-1 penalty victory.
Now 14-time champions PSG, who faced last season's Ligue 1 second-placed team Marseille after completing a domestic double, have now lifted this trophy for the twelfth time in the last 13 seasons.