The Parisian club has now claimed the season-opening cup on fourteen different times.
Paris Saint-Germain needed a dramatic equaliser followed by a successful spot-kick decider to overcome their arch-rivals in the Gulf and capture a fourth straight French Super Cup victory.
The European champions seemed to be coasting towards a straightforward triumph in the match featuring the French league winners and the French Cup winners after Ousmane Dembele found the scoring in the opening stages.
However, Marseille struck two times in the closing moments to take a surprise lead. Initially, the English forward scored from the penalty spot, before Willian Pacho unfortunately directed the ball into his own net for an own goal.
In a remarkable twist of fortune, the Portuguese striker snatched a crucial equaliser in the final moments to force the match into a penalty shootout. The Parisian shot-stopper Chevalier then stood as the key figure, saving decisive attempts from Matt O'Riley and Traore.
From the spot, Goncalo Ramos, Vitinha, Nuno Mendes, and Desire Doue all scored successfully for Paris Saint-Germain to complete a 4-1 penalty victory.
Now 14-time winners PSG, who met last season's Ligue 1 second-placed team Olympique de Marseille after achieving a domestic double, have now lifted this competition for the twelfth time in the last 13 years.