PSG has now claimed the season-opening cup on fourteen separate times.
Paris Saint-Germain needed a dramatic equaliser followed by a perfect penalty shootout to overcome their arch-rivals in the Gulf and secure a fourth straight French Super Cup victory.
The Champions League holders appeared to be sailing towards a straightforward win in the match between the French league winners and the French Cup winners after Ousmane Dembele opened the scoring early on.
Yet, Marseille fired twice late to take a shock lead. Initially, the English forward 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 events, Goncalo Ramos grabbed a vital equaliser in the final moments to force the match into a penalty shootout. The Parisian shot-stopper Chevalier then emerged as the hero, stopping decisive kicks from O'Riley and Hamed Traore.
From the spot, Goncalo Ramos, the midfielder, the full-back, and Desire Doue all converted successfully for Paris Saint-Germain to complete a convincing shootout victory.
Now 14-time champions PSG, who met last season's Ligue 1 runners-up Marseille after completing a league and cup double, have now won this competition for the 12th time in the last 13 seasons.
