The Parisian club has now won the season-opening trophy on 14 different occasions.
Paris Saint-Germain required a stoppage-time equaliser followed by a perfect penalty shootout to get past their arch-rivals in Kuwait and secure a fourth straight French Super Cup victory.
The European champions seemed to be sailing towards a straightforward win in the match between the French league champions and the French Cup holders after the French winger found the net early on.
However, Marseille fired two times in the closing moments to seize a surprise lead. First, the English forward converted from the spot-kick, before the defender inadvertently directed the ball into his own net for an own-goal.
In a breathtaking turn of fortune, Goncalo Ramos snatched a vital equaliser in the final moments to send the match into a deciding shootout. PSG goalkeeper Chevalier then emerged as the key figure, saving decisive kicks from O'Riley and Hamed Traore.
From the spot, Ramos, Vitinha, Nuno Mendes, and the young talent all scored successfully for PSG to seal a 4-1 shootout win.
The record winners PSG, who faced last season's Ligue 1 runners-up Olympique de Marseille after achieving a league and cup double, have now won this trophy for the twelfth time in the past thirteen seasons.