The Parisian club has now won the prestigious cup on 14 separate times.
Paris Saint-Germain needed a stoppage-time equaliser followed by a perfect penalty shootout to get past their arch-rivals in Kuwait and capture a record-extending fourth consecutive French Super Cup title.
The Champions League holders seemed to be sailing towards a comfortable triumph in the showdown featuring the Ligue 1 winners and the Coupe de France winners after Ousmane Dembele opened the net in the opening stages.
Yet, Marseille fired two times late to take a surprise lead. Initially, Mason Greenwood scored from the spot-kick, before the defender inadvertently turned the ball into his own net for an own-goal.
In a remarkable twist of events, Goncalo Ramos snatched a vital leveler in the final moments to force the contest into a deciding shootout. PSG goalkeeper Chevalier then emerged as the hero, stopping crucial kicks from Matt O'Riley and Hamed Traore.
In the shootout, Ramos, Vitinha, the full-back, and Desire Doue all scored successfully for Paris Saint-Germain to complete a 4-1 shootout win.
The record champions Paris Saint-Germain, who faced last season's Ligue 1 second-placed team Marseille after completing a league and cup double, have now won this competition for the twelfth time in the past thirteen seasons.