PSG has now won the prestigious trophy on 14 different occasions.
The Parisian giants required a stoppage-time leveler followed by a successful penalty shootout to overcome their arch-rivals in the Gulf and capture a record-extending fourth consecutive French Super Cup title.
The European champions seemed to be coasting towards a straightforward win in the showdown featuring the French league champions and the Coupe de France holders after the French winger found the net early on.
Yet, Marseille fired twice in the closing moments to seize a shock advantage. First, Mason Greenwood converted from the spot-kick, before Willian Pacho unfortunately turned the ball into his own net for an own goal.
In a remarkable turn of fortune, the Portuguese striker snatched a crucial equaliser in the dying moments to send the match into a deciding shootout. PSG goalkeeper Chevalier then emerged as the key figure, stopping decisive kicks from Matt O'Riley and Hamed Traore.
From the spot, Goncalo Ramos, the midfielder, Nuno Mendes, and the young talent all scored successfully for Paris Saint-Germain to seal a 4-1 shootout win.
The record champions Paris Saint-Germain, who met last season's Ligue 1 runners-up Marseille after completing a domestic double, have now lifted this competition for the 12th time in the past thirteen years.