PSG has now secured the season-opening cup on 14 different times.
The Parisian giants needed a dramatic equaliser followed by a successful spot-kick decider to get past their arch-rivals in Kuwait and secure a record-extending fourth consecutive French Super Cup victory.
The European champions appeared to be coasting towards a straightforward win in the showdown featuring the French league winners and the French Cup holders after Ousmane Dembele opened the net early on.
However, Marseille fired two times in the closing moments to seize a shock lead. First, Mason Greenwood converted from the spot-kick, before Willian Pacho unfortunately directed the ball into his own net for an own goal.
In a remarkable twist of fortune, the Portuguese striker grabbed a crucial leveler in the dying seconds to send the match into a penalty shootout. The Parisian shot-stopper Chevalier then emerged as the key figure, saving decisive attempts from O'Riley and Hamed Traore.
In the shootout, Ramos, the midfielder, the full-back, and Desire Doue all scored successfully for PSG to seal a convincing shootout win.
Now 14-time champions Paris Saint-Germain, who faced last season's Ligue 1 runners-up Marseille after completing a league and cup double, have now won this competition for the 12th time in the last 13 years.