PSG has now won the season-opening trophy on 14 separate occasions.
Paris Saint-Germain needed a stoppage-time equaliser followed by a successful spot-kick decider to overcome their arch-rivals in the Gulf and secure a record-extending fourth consecutive French Super Cup title.
The European champions appeared to be coasting towards a straightforward win in the match featuring the French league champions and the Coupe de France winners after the French winger found the scoring early on.
However, Marseille fired twice in the closing moments to take a surprise advantage. Initially, Mason Greenwood scored from the spot-kick, before the defender unfortunately directed the ball into his own net for an own-goal.
In a breathtaking twist of fortune, Goncalo Ramos grabbed a crucial leveler in the dying moments to send the match into a deciding shootout. PSG goalkeeper Chevalier then stood as the hero, saving decisive kicks from Matt O'Riley and Traore.
From the spot, Ramos, the midfielder, Nuno Mendes, and Desire Doue all scored with composure for PSG to complete a 4-1 shootout victory.
The record winners Paris Saint-Germain, who met last season's Ligue 1 runners-up Marseille after completing a league and cup double, have now lifted this trophy for the twelfth time in the past 13 years.