The Parisian club has now claimed the season-opening trophy on fourteen different times.
The Parisian giants 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 title.
The Champions League holders appeared to be coasting towards a straightforward win in the showdown between the Ligue 1 champions and the Coupe de France holders after the French winger found the scoring early on.
Yet, Marseille struck twice in the closing moments to take a shock lead. First, Mason Greenwood scored from the spot-kick, before the defender inadvertently directed the ball into his own net for an own-goal.
In a breathtaking turn of fortune, Goncalo Ramos snatched a vital equaliser in the final moments to force the match into a deciding shootout. The Parisian shot-stopper Chevalier then stood as the hero, stopping crucial kicks from Matt O'Riley and Hamed Traore.
From the spot, Ramos, Vitinha, the full-back, and Desire Doue all converted with composure for PSG to seal a convincing shootout victory.
Now 14-time champions Paris Saint-Germain, who faced last season's Ligue 1 runners-up Marseille after achieving a domestic double, have now lifted this trophy for the twelfth time in the last 13 years.