The Parisian club has now won the season-opening trophy on fourteen different occasions.
The Parisian giants needed a dramatic leveler followed by a successful spot-kick decider to overcome their arch-rivals in the Gulf and secure a fourth straight French Super Cup title.
The Champions League holders seemed to be sailing towards a comfortable win in the match featuring the French league champions and the Coupe de France winners after the French winger opened the net in the opening stages.
However, Marseille fired two times in the closing moments to seize a surprise advantage. Initially, Mason Greenwood converted from the spot-kick, before Willian Pacho unfortunately turned the ball into his own net for an own goal.
In a breathtaking turn of fortune, Goncalo Ramos grabbed a vital leveler in the dying seconds to force the contest into a deciding shootout. The Parisian shot-stopper Chevalier then emerged as the hero, stopping decisive kicks from Matt O'Riley and Hamed Traore.
From the spot, Ramos, Vitinha, Nuno Mendes, and Desire Doue all converted with composure for Paris Saint-Germain to complete a 4-1 shootout win.
Now 14-time champions PSG, 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 past thirteen seasons.