PSG has now secured the season-opening cup on 14 separate times.
Paris Saint-Germain needed a dramatic equaliser followed by a successful spot-kick decider to get past their arch-rivals in the Gulf and capture a record-extending fourth consecutive French Super Cup title.
The European champions appeared to be sailing towards a comfortable win in the showdown featuring the Ligue 1 champions and the Coupe de France winners after the French winger opened the scoring in the opening stages.
Yet, Marseille fired two times late to seize a surprise advantage. Initially, the English forward converted from the spot-kick, before the defender inadvertently directed the ball into his own net for an own goal.
In a remarkable twist of events, Goncalo Ramos grabbed a vital leveler in the dying seconds to force the contest into a deciding shootout. The Parisian shot-stopper Chevalier then stood as the hero, stopping decisive attempts from O'Riley and Traore.
In the shootout, Goncalo Ramos, the midfielder, the full-back, and the young talent all converted with composure for Paris Saint-Germain to complete a 4-1 shootout victory.
The record champions Paris Saint-Germain, 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 last 13 seasons.