The Parisian club has now won the prestigious cup on fourteen separate times.
Paris Saint-Germain required a dramatic leveler followed by a perfect spot-kick decider to get past their arch-rivals in the Gulf and capture a fourth straight French Super Cup victory.
The Champions League holders seemed to be sailing towards a comfortable win in the match featuring the French league champions and the Coupe de France winners after Ousmane Dembele opened the net in the opening stages.
However, Marseille fired two times in the closing moments to seize a surprise lead. First, Mason Greenwood scored from the spot-kick, before the defender inadvertently turned the ball into his own net for an own goal.
In a remarkable turn of events, the Portuguese striker snatched a vital equaliser in the final moments to send the match into a deciding shootout. The Parisian shot-stopper Chevalier then emerged as the hero, stopping crucial kicks from Matt O'Riley and Traore.
In the shootout, Ramos, the midfielder, the full-back, and Desire Doue all converted successfully for PSG to complete a convincing penalty victory.
Now 14-time winners Paris Saint-Germain, who met last season's Ligue 1 second-placed team Olympique de Marseille after completing a domestic double, have now won this competition for the twelfth time in the past 13 seasons.