PSG has now secured the prestigious cup on 14 separate times.
The Parisian giants required a stoppage-time leveler followed by a perfect spot-kick decider to get past their arch-rivals in Kuwait and capture a fourth straight French Super Cup victory.
The Champions League holders appeared to be sailing towards a straightforward triumph in the showdown featuring the Ligue 1 winners and the Coupe de France holders after the French winger opened the scoring in the opening stages.
However, Marseille fired two times in the closing moments to take a surprise advantage. Initially, the English forward scored from the penalty spot, before Willian Pacho unfortunately directed the ball into his own net for an own-goal.
In a remarkable turn of fortune, the Portuguese striker snatched a vital equaliser in the final seconds to force the match into a penalty shootout. PSG goalkeeper Chevalier then emerged as the key figure, saving crucial kicks from O'Riley and Hamed Traore.
From the spot, Goncalo Ramos, Vitinha, the full-back, and Desire Doue all scored with composure for Paris Saint-Germain to complete a 4-1 penalty victory.
The record champions Paris Saint-Germain, who met last season's Ligue 1 second-placed team Olympique de Marseille after completing a league and cup double, have now won this trophy for the twelfth time in the last 13 seasons.
