PSG has now won the season-opening cup on 14 separate occasions.
The Parisian giants needed a dramatic leveler followed by a perfect penalty shootout to overcome Marseille in Kuwait and secure a fourth straight French Super Cup victory.
The Champions League holders seemed to be coasting towards a straightforward triumph in the showdown between the French league champions and the Coupe de France holders after Ousmane Dembele found the scoring in the opening stages.
Yet, Marseille fired twice in the closing moments to take a surprise advantage. First, the English forward 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 snatched a crucial leveler in the final seconds to force the contest into a deciding shootout. The Parisian shot-stopper Chevalier then stood as the key figure, stopping decisive kicks from O'Riley and Traore.
In the shootout, Goncalo Ramos, the midfielder, the full-back, and Desire Doue all scored with composure for PSG to complete a 4-1 shootout victory.
Now 14-time winners Paris Saint-Germain, who faced last season's Ligue 1 runners-up Olympique de Marseille after completing a league and cup double, have now lifted this trophy for the twelfth time in the past 13 years.