PSG has now claimed the season-opening cup on 14 different times.
Paris Saint-Germain needed a stoppage-time equaliser followed by a successful penalty shootout to get past their arch-rivals in the Gulf and capture a fourth straight French Super Cup title.
The European champions appeared to be coasting towards a straightforward triumph in the match featuring the Ligue 1 champions and the Coupe de France holders after Ousmane Dembele found the net in the opening stages.
Yet, Marseille struck two times late to seize a shock advantage. First, the English forward converted from the penalty spot, before Willian Pacho inadvertently directed the ball into his own net for an own-goal.
In a remarkable turn of fortune, the Portuguese striker snatched a vital leveler in the dying seconds to force the match into a penalty shootout. PSG goalkeeper Chevalier then emerged as the hero, stopping crucial kicks from Matt O'Riley and Traore.
In the shootout, Goncalo Ramos, Vitinha, the full-back, and the young talent all scored successfully for Paris Saint-Germain to complete a 4-1 shootout win.
The record champions PSG, who met last season's Ligue 1 second-placed team Marseille after achieving a league and cup double, have now lifted this competition for the twelfth time in the past thirteen years.