PSG has now won the season-opening cup on 14 separate occasions.
The Parisian giants required a stoppage-time equaliser followed by a perfect penalty shootout to get past their arch-rivals in the Gulf and secure a fourth straight French Super Cup title.
The European champions appeared to be sailing towards a straightforward triumph in the match between the French league champions and the French Cup winners after the French winger found the scoring early on.
However, Marseille struck twice in the closing moments to seize a surprise 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 breathtaking twist of events, Goncalo Ramos snatched a vital leveler in the final moments to force the contest into a penalty shootout. The Parisian shot-stopper Chevalier then stood as the hero, stopping crucial attempts from Matt O'Riley and Hamed Traore.
In the shootout, Goncalo Ramos, Vitinha, Nuno Mendes, and the young talent all scored successfully for Paris Saint-Germain to complete a 4-1 shootout victory.
Now 14-time winners PSG, who met last season's Ligue 1 second-placed team Olympique de Marseille after completing a league and cup double, have now won this trophy for the twelfth time in the last thirteen years.