PSG has now secured the prestigious cup on fourteen different times.
The Parisian giants required a dramatic leveler followed by a perfect spot-kick decider to get past their arch-rivals in the Gulf and secure a fourth straight French Super Cup victory.
The Champions League holders appeared to be sailing towards a comfortable triumph in the match between the Ligue 1 winners and the Coupe de France holders after the French winger opened the net in the opening stages.
However, Marseille fired twice late to take a surprise advantage. Initially, the English forward converted from the spot-kick, before the defender unfortunately directed the ball into his own net for an own-goal.
In a breathtaking turn of events, the Portuguese striker snatched a crucial equaliser in the final seconds to force the contest into a penalty shootout. PSG goalkeeper Chevalier then emerged as the hero, stopping crucial attempts from O'Riley and Traore.
From the spot, Ramos, the midfielder, Nuno Mendes, and Desire Doue all converted successfully for Paris Saint-Germain to seal a convincing shootout win.
The record champions PSG, who faced last season's Ligue 1 second-placed team Marseille after completing a domestic double, have now won this competition for the 12th time in the last thirteen years.