The Parisian club has now won the season-opening trophy on fourteen separate occasions.
Paris Saint-Germain required a stoppage-time equaliser followed by a successful penalty shootout to get past their arch-rivals in the Gulf and secure a fourth straight French Super Cup victory.
The European champions appeared to be sailing towards a comfortable triumph in the match between the Ligue 1 champions and the French Cup winners after Ousmane Dembele found the net in the opening stages.
However, Marseille struck two times in the closing moments to take a shock lead. Initially, Mason Greenwood scored from the spot-kick, before Willian Pacho unfortunately turned the ball into his own net for an own goal.
In a breathtaking twist of events, Goncalo Ramos grabbed a vital leveler in the final seconds to force the contest into a penalty shootout. PSG goalkeeper Chevalier then emerged as the hero, stopping decisive kicks from Matt O'Riley and Hamed Traore.
In the shootout, Ramos, Vitinha, the full-back, and Desire Doue all converted successfully for Paris Saint-Germain to complete a 4-1 penalty win.
The record winners Paris Saint-Germain, who faced last season's Ligue 1 runners-up Olympique de Marseille after achieving a domestic double, have now lifted this competition for the 12th time in the past thirteen years.