The Parisian club has now won the prestigious trophy on 14 separate 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 record-extending fourth consecutive French Super Cup title.
The Champions League holders appeared to be sailing towards a comfortable triumph in the showdown featuring the French league champions and the French Cup winners after the French winger opened the scoring in the opening stages.
However, Marseille fired two times late to seize a shock advantage. Initially, the English forward scored from the penalty spot, before the defender unfortunately turned the ball into his own net for an own-goal.
In a breathtaking twist of fortune, the Portuguese striker snatched a vital equaliser in the final seconds to send the match into a deciding shootout. The Parisian shot-stopper Chevalier then stood as the hero, saving decisive kicks from O'Riley and Hamed Traore.
From the spot, Goncalo Ramos, Vitinha, Nuno Mendes, and Desire Doue all scored with composure for Paris Saint-Germain to seal a 4-1 shootout victory.
The record winners Paris Saint-Germain, who met last season's Ligue 1 second-placed team Olympique de Marseille after completing a domestic double, have now won this trophy for the 12th time in the last thirteen seasons.