The Parisian club has now claimed the season-opening trophy on 14 separate occasions.
The Parisian giants required a dramatic equaliser followed by a successful spot-kick decider to get past their arch-rivals in the Gulf and capture a fourth straight French Super Cup title.
The European champions seemed to be sailing towards a comfortable triumph in the match between the Ligue 1 winners and the Coupe de France winners after the French winger found the net early on.
However, Marseille fired two times late to take a surprise advantage. First, Mason Greenwood converted from the penalty spot, before the defender inadvertently directed the ball into his own net for an own goal.
In a remarkable turn of fortune, the Portuguese striker grabbed a vital leveler in the final moments to send the contest into a penalty shootout. The Parisian shot-stopper Chevalier then emerged as the hero, stopping crucial kicks from Matt O'Riley and Hamed Traore.
From the spot, Goncalo Ramos, Vitinha, the full-back, and the young talent all scored successfully for PSG to seal a convincing shootout victory.
Now 14-time champions Paris Saint-Germain, who faced last season's Ligue 1 second-placed team Marseille after completing a domestic double, have now lifted this competition for the twelfth time in the past thirteen years.