The Parisian club has now claimed the season-opening cup on fourteen separate times.
The Parisian giants needed a dramatic leveler followed by a perfect spot-kick decider to overcome their arch-rivals in the Gulf and secure a fourth straight French Super Cup title.
The European champions seemed to be coasting towards a comfortable triumph in the match featuring the French league champions and the Coupe de France winners after Ousmane Dembele found the scoring early on.
Yet, Marseille struck two times late to take a surprise lead. Initially, Mason Greenwood scored from the spot-kick, before Willian Pacho 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 seconds to force the contest into a penalty shootout. The Parisian shot-stopper Chevalier then emerged as the key figure, saving crucial kicks from O'Riley and Hamed Traore.
In the shootout, Ramos, the midfielder, the full-back, and Desire Doue all converted with composure for Paris Saint-Germain to complete a convincing shootout victory.
The record winners Paris Saint-Germain, who met last season's Ligue 1 second-placed team Marseille after completing a domestic double, have now won this competition for the 12th time in the past thirteen years.