The Parisian club has now won the season-opening trophy on 14 separate times.
Paris Saint-Germain needed a stoppage-time leveler followed by a perfect penalty shootout to get past their arch-rivals in the Gulf and secure a fourth straight French Super Cup title.
The Champions League holders appeared to be sailing towards a straightforward triumph in the match between the Ligue 1 winners and the French Cup winners after Ousmane Dembele opened the net in the opening stages.
Yet, Marseille struck twice late to seize a surprise advantage. First, Mason Greenwood converted from the spot-kick, before Willian Pacho inadvertently directed the ball into his own net for an own goal.
In a remarkable turn of fortune, the Portuguese striker grabbed a crucial leveler in the dying moments to send the contest into a deciding shootout. The Parisian shot-stopper Chevalier then emerged as the key figure, stopping crucial attempts from Matt O'Riley and Hamed Traore.
From the spot, Goncalo Ramos, Vitinha, the full-back, and the young talent all scored successfully for Paris Saint-Germain to seal a 4-1 shootout victory.
Now 14-time champions PSG, who met last season's Ligue 1 runners-up Marseille after achieving a league and cup double, have now won this trophy for the 12th time in the past thirteen years.