The Parisian club has now won the season-opening trophy on 14 different times.
Paris Saint-Germain needed a dramatic leveler followed by a successful penalty shootout to get past their arch-rivals in Kuwait and secure a record-extending fourth consecutive French Super Cup victory.
The European champions appeared to be sailing towards a comfortable triumph in the showdown featuring the Ligue 1 winners and the French Cup winners after Ousmane Dembele opened the net early on.
However, Marseille struck two times in the closing moments to take a shock advantage. Initially, the English forward scored from the spot-kick, before Willian Pacho inadvertently turned the ball into his own net for an own-goal.
In a breathtaking turn of fortune, the Portuguese striker grabbed a vital leveler in the final seconds to force the contest into a penalty shootout. The Parisian shot-stopper Chevalier then emerged as the key figure, stopping decisive kicks from Matt O'Riley and Hamed Traore.
From the spot, Ramos, Vitinha, the full-back, and Desire Doue all converted with composure for PSG to seal a 4-1 penalty victory.
Now 14-time winners Paris Saint-Germain, who met last season's Ligue 1 runners-up Marseille after completing a league and cup double, have now lifted this competition for the twelfth time in the last 13 years.