PSG has now secured the prestigious cup on fourteen different times.
Paris Saint-Germain needed a stoppage-time leveler followed by a perfect penalty shootout to get past their arch-rivals in the Gulf and secure a record-extending fourth consecutive French Super Cup title.
The European champions appeared to be coasting towards a straightforward triumph in the match featuring the French league winners and the Coupe de France winners after the French winger found the net in the opening stages.
However, Marseille fired two times late to take a surprise lead. First, the English forward converted from the spot-kick, before the defender unfortunately directed the ball into his own net for an own-goal.
In a breathtaking turn of fortune, Goncalo Ramos grabbed a crucial leveler in the dying seconds to send the contest into a penalty shootout. PSG goalkeeper Chevalier then emerged as the hero, saving crucial attempts from O'Riley and Hamed Traore.
From the spot, Ramos, the midfielder, the full-back, and the young talent all converted with composure for Paris Saint-Germain to seal a 4-1 penalty victory.
The record winners Paris Saint-Germain, 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 seasons.