PSG has now claimed the season-opening trophy on 14 different occasions.
The Parisian giants required a dramatic equaliser followed by a perfect spot-kick decider to overcome their arch-rivals in Kuwait and capture a record-extending fourth consecutive French Super Cup victory.
The Champions League holders seemed to be coasting towards a straightforward triumph in the match featuring the Ligue 1 champions and the Coupe de France holders after the French winger found the scoring in the opening stages.
However, Marseille fired twice in the closing moments to seize a surprise lead. First, the English forward scored from the penalty spot, before Willian Pacho inadvertently directed the ball into his own net for an own goal.
In a remarkable twist of events, Goncalo Ramos snatched a vital equaliser in the dying moments to send the contest into a penalty shootout. PSG goalkeeper Chevalier then emerged as the hero, stopping crucial attempts from O'Riley and Traore.
In the shootout, Goncalo Ramos, the midfielder, the full-back, and the young talent all converted with composure for Paris Saint-Germain to seal a 4-1 shootout victory.
The record winners PSG, who faced last season's Ligue 1 runners-up Marseille after completing a domestic double, have now won this competition for the 12th time in the past 13 seasons.