PSG has now secured the prestigious trophy on 14 separate occasions.
The Parisian giants required a dramatic equaliser followed by a perfect spot-kick decider to overcome their arch-rivals in the Gulf and capture a fourth straight French Super Cup title.
The European champions appeared to be coasting towards a straightforward triumph in the match between the Ligue 1 winners and the Coupe de France winners after the French winger found the scoring in the opening stages.
However, Marseille struck twice late to take a shock advantage. Initially, the English forward converted from the spot-kick, before the defender unfortunately directed the ball into his own net for an own goal.
In a remarkable turn of events, Goncalo Ramos snatched a vital leveler in the final seconds to send the match into a deciding shootout. The Parisian shot-stopper Chevalier then stood as the hero, saving crucial kicks from O'Riley and Hamed Traore.
In the shootout, Ramos, Vitinha, Nuno Mendes, and the young talent all scored successfully for PSG to seal a 4-1 penalty victory.
Now 14-time winners PSG, who met last season's Ligue 1 runners-up Marseille after completing a domestic double, have now lifted this trophy for the 12th time in the past 13 years.