The Parisian club has now won the season-opening cup on fourteen different times.
Paris Saint-Germain required a stoppage-time equaliser followed by a perfect spot-kick decider to overcome their arch-rivals in the Gulf and capture a fourth straight French Super Cup title.
The European champions seemed to be sailing towards a straightforward triumph in the match between the Ligue 1 champions and the Coupe de France holders after Ousmane Dembele opened the net early on.
Yet, Marseille struck twice late to seize a shock lead. First, the English forward scored from the penalty spot, before the defender inadvertently turned the ball into his own net for an own-goal.
In a remarkable turn of events, Goncalo Ramos grabbed a crucial equaliser in the dying moments to force the match into a deciding shootout. The Parisian shot-stopper Chevalier then emerged as the key figure, saving crucial attempts from Matt O'Riley and Traore.
In the shootout, Ramos, Vitinha, the full-back, and the young talent all converted successfully for Paris Saint-Germain to seal a convincing penalty victory.
Now 14-time champions PSG, who faced last season's Ligue 1 runners-up Marseille after completing a domestic double, have now won this trophy for the 12th time in the past thirteen seasons.