The Parisian club has now won the season-opening cup on fourteen separate times.
The Parisian giants needed a dramatic equaliser followed by a perfect spot-kick decider to get past their arch-rivals in Kuwait and secure a fourth straight French Super Cup title.
The European champions seemed to be sailing towards a comfortable win in the match between the Ligue 1 winners and the French Cup winners after the French winger found the scoring in the opening stages.
Yet, Marseille fired twice late to seize a shock advantage. Initially, Mason Greenwood scored from the spot-kick, before the defender inadvertently directed the ball into his own net for an own-goal.
In a remarkable turn of events, the Portuguese striker snatched a vital leveler in the final moments to send the match into a deciding shootout. The Parisian shot-stopper Chevalier then emerged as the hero, stopping crucial attempts from Matt O'Riley and Traore.
From the spot, Goncalo Ramos, Vitinha, Nuno Mendes, and Desire Doue all scored with composure for Paris Saint-Germain to seal a 4-1 shootout win.
The record champions PSG, who faced last season's Ligue 1 second-placed team Marseille after achieving a domestic double, have now lifted this competition for the twelfth time in the last 13 years.