PSG has now claimed the prestigious cup on 14 separate times.
Paris Saint-Germain required a stoppage-time equaliser 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 victory.
The Champions League holders seemed to be coasting towards a comfortable win in the match between the French league champions and the Coupe de France holders after the French winger found the net early on.
Yet, Marseille struck two times late to seize a surprise lead. First, the English forward scored from the spot-kick, before Willian Pacho unfortunately directed the ball into his own net for an own-goal.
In a breathtaking twist of fortune, Goncalo Ramos snatched a vital leveler in the dying seconds to force the match into a deciding shootout. The Parisian shot-stopper Chevalier then stood as the key figure, saving crucial attempts from O'Riley and Traore.
In the shootout, Ramos, the midfielder, Nuno Mendes, and Desire Doue all converted with composure for PSG to complete a convincing penalty win.
The record champions Paris Saint-Germain, who faced last season's Ligue 1 runners-up Marseille after achieving a domestic double, have now won this trophy for the 12th time in the last 13 years.