PSG has now won the prestigious trophy on fourteen separate occasions.
Paris Saint-Germain needed a stoppage-time leveler followed by a successful spot-kick decider to overcome their arch-rivals in Kuwait and secure a fourth straight French Super Cup victory.
The European champions appeared to be coasting towards a straightforward triumph in the match featuring the French league winners and the Coupe de France holders after the French winger found the net early on.
Yet, Marseille fired two times in the closing moments to seize a shock advantage. First, Mason Greenwood scored from the spot-kick, before the defender unfortunately directed the ball into his own net for an own-goal.
In a breathtaking twist of fortune, Goncalo Ramos grabbed a vital leveler in the dying seconds to send the match into a deciding shootout. PSG goalkeeper Chevalier then emerged as the key figure, stopping decisive kicks from O'Riley and Hamed Traore.
In the shootout, Ramos, the midfielder, the full-back, and Desire Doue all converted with composure for Paris Saint-Germain to seal a 4-1 shootout win.
Now 14-time winners Paris Saint-Germain, who met last season's Ligue 1 second-placed team Olympique de Marseille after completing a domestic double, have now lifted this trophy for the 12th time in the last thirteen seasons.