The Parisian club has now won the prestigious cup on 14 separate times.
Paris Saint-Germain required a dramatic equaliser followed by a successful spot-kick decider to get past their arch-rivals in Kuwait and capture a fourth straight French Super Cup victory.
The Champions League holders seemed to be coasting towards a straightforward triumph in the match between the Ligue 1 winners and the French Cup holders after Ousmane Dembele opened the scoring early on.
However, Marseille fired two times late to seize a shock lead. Initially, the English forward scored from the spot-kick, before Willian Pacho inadvertently turned the ball into his own net for an own goal.
In a remarkable twist of fortune, Goncalo Ramos snatched a vital leveler in the dying moments to force the match into a penalty shootout. PSG goalkeeper Chevalier then emerged as the hero, stopping decisive kicks from O'Riley and Hamed Traore.
In the shootout, Ramos, the midfielder, Nuno Mendes, and Desire Doue all converted successfully for Paris Saint-Germain to seal a 4-1 shootout win.
Now 14-time champions 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 past thirteen seasons.
