PSG has now claimed the season-opening cup on 14 separate times.
Paris Saint-Germain required a dramatic leveler followed by a perfect penalty shootout to overcome their arch-rivals in the Gulf and secure a fourth straight French Super Cup title.
The Champions League holders seemed to be coasting towards a straightforward win in the showdown between the French league winners and the Coupe de France winners after Ousmane Dembele found the scoring in the opening stages.
Yet, Marseille fired twice late to take a surprise lead. First, Mason Greenwood scored from the penalty spot, before Willian Pacho inadvertently turned the ball into his own net for an own-goal.
In a remarkable turn of fortune, Goncalo Ramos snatched a vital leveler in the final seconds to force the contest into a penalty shootout. PSG goalkeeper Chevalier then stood as the key figure, stopping crucial kicks from O'Riley and Traore.
From the spot, Goncalo Ramos, the midfielder, the full-back, and Desire Doue all converted successfully for PSG to complete a convincing penalty victory.
The record champions Paris Saint-Germain, who faced last season's Ligue 1 second-placed team Marseille after completing a domestic double, have now won this competition for the 12th time in the last thirteen seasons.