PSG has now claimed the season-opening trophy on 14 different occasions.
Paris Saint-Germain needed a dramatic equaliser followed by a successful spot-kick decider to get past their arch-rivals in Kuwait and capture a record-extending fourth consecutive French Super Cup victory.
The Champions League holders seemed to be sailing towards a straightforward triumph in the match between the French league champions and the Coupe de France holders after Ousmane Dembele found the net early on.
However, Marseille fired twice late to take a surprise advantage. First, the English forward scored from the spot-kick, before Willian Pacho unfortunately directed the ball into his own net for an own-goal.
In a breathtaking twist of events, Goncalo Ramos grabbed a vital equaliser in the final moments to force the match into a deciding shootout. The Parisian shot-stopper Chevalier then stood as the key figure, stopping crucial kicks from O'Riley and Traore.
In the shootout, Ramos, the midfielder, Nuno Mendes, and the young talent all scored successfully for PSG to complete a convincing shootout victory.
The record champions PSG, 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.