PSG has now won the season-opening trophy on 14 different times.
The Parisian giants required a stoppage-time leveler followed by a successful spot-kick decider to overcome their arch-rivals in Kuwait and capture a record-extending fourth consecutive French Super Cup title.
The Champions League holders appeared to be coasting towards a straightforward win in the match featuring the French league winners and the Coupe de France holders after Ousmane Dembele found the scoring early on.
Yet, Marseille fired twice in the closing moments to take a surprise advantage. First, Mason Greenwood converted from the spot-kick, before Willian Pacho unfortunately turned the ball into his own net for an own goal.
In a breathtaking turn of fortune, the Portuguese striker snatched a vital equaliser in the final seconds to send the contest into a deciding shootout. PSG goalkeeper Chevalier then stood as the key figure, stopping decisive attempts from O'Riley and Hamed Traore.
From the spot, Goncalo Ramos, the midfielder, Nuno Mendes, and the young talent all converted successfully for PSG to seal a convincing shootout victory.
Now 14-time champions Paris Saint-Germain, who met 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 13 seasons.