PSG has now secured the prestigious trophy on fourteen different times.
The Parisian giants required a stoppage-time leveler followed by a successful penalty shootout to get past their arch-rivals in the Gulf and capture a fourth straight French Super Cup victory.
The European champions seemed to be coasting towards a comfortable win in the match between the Ligue 1 winners and the French Cup winners after Ousmane Dembele found the net in the opening stages.
However, Marseille fired twice late to seize a shock lead. First, the English forward scored from the spot-kick, before Willian Pacho unfortunately turned the ball into his own net for an own goal.
In a remarkable twist of events, Goncalo Ramos grabbed a vital leveler in the dying moments to send the match into a deciding shootout. The Parisian shot-stopper Chevalier then stood as the key figure, stopping crucial attempts from Matt O'Riley and Hamed Traore.
From the spot, Ramos, the midfielder, the full-back, and Desire Doue all converted successfully for Paris Saint-Germain to complete a 4-1 shootout win.
Now 14-time champions PSG, who met last season's Ligue 1 runners-up Marseille after achieving a league and cup double, have now won this trophy for the 12th time in the last thirteen seasons.