The Parisian club has now claimed the season-opening trophy on 14 different times.
The Parisian giants required 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 Champions League holders appeared to be coasting towards a comfortable win in the match between the Ligue 1 champions and the Coupe de France winners after the French winger found the scoring early on.
However, Marseille struck two times late to take a surprise advantage. Initially, Mason Greenwood converted from the penalty spot, before Willian Pacho inadvertently turned the ball into his own net for an own-goal.
In a remarkable twist of fortune, the Portuguese striker snatched a vital leveler in the dying seconds to send the contest into a penalty shootout. The Parisian shot-stopper Chevalier then emerged as the key figure, saving crucial attempts from Matt O'Riley and Hamed Traore.
In the shootout, Goncalo Ramos, the midfielder, the full-back, and the young talent all converted successfully for PSG to complete a 4-1 penalty victory.
The record champions PSG, who faced last season's Ligue 1 second-placed team Marseille after completing a league and cup double, have now lifted this trophy for the twelfth time in the last 13 seasons.