PSG has now won the season-opening trophy on 14 separate times.
Paris Saint-Germain required a stoppage-time leveler followed by a perfect penalty shootout to get past their arch-rivals in Kuwait and capture a fourth straight French Super Cup title.
The Champions League holders appeared to be coasting towards a comfortable triumph in the showdown between the Ligue 1 winners and the French Cup holders after Ousmane Dembele opened the net early on.
Yet, Marseille fired twice in the closing moments to seize a shock lead. First, Mason Greenwood 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 fortune, Goncalo Ramos snatched a crucial equaliser in the final moments to force the contest into a penalty shootout. PSG goalkeeper Chevalier then stood as the key figure, stopping decisive kicks from Matt O'Riley and Hamed Traore.
From the spot, Ramos, the midfielder, Nuno Mendes, and the young talent all scored successfully for Paris Saint-Germain to seal a convincing penalty victory.
Now 14-time winners Paris Saint-Germain, who faced last season's Ligue 1 second-placed team Olympique de Marseille after achieving a league and cup double, have now won this competition for the twelfth time in the last 13 seasons.