PSG has now claimed the season-opening trophy on fourteen separate times.
The Parisian giants needed a dramatic equaliser followed by a perfect penalty shootout to get past their arch-rivals in Kuwait and secure a record-extending fourth consecutive French Super Cup title.
The Champions League holders appeared to be coasting towards a comfortable win in the showdown between the Ligue 1 champions and the Coupe de France holders after Ousmane Dembele opened the scoring early on.
However, Marseille struck twice late to seize a shock lead. First, Mason Greenwood scored from the spot-kick, before Willian Pacho inadvertently directed the ball into his own net for an own-goal.
In a breathtaking turn of events, Goncalo Ramos snatched a vital equaliser in the final seconds to send the contest into a deciding shootout. PSG goalkeeper Chevalier then stood as the key figure, stopping decisive attempts from O'Riley and Hamed Traore.
In the shootout, Goncalo Ramos, the midfielder, Nuno Mendes, and Desire Doue all scored successfully for PSG to complete a convincing penalty win.
The record champions Paris Saint-Germain, who faced last season's Ligue 1 second-placed team Olympique de Marseille after achieving a league and cup double, have now lifted this trophy for the twelfth time in the last 13 seasons.