The Parisian club has now claimed the prestigious cup on fourteen separate times.
Paris Saint-Germain needed a stoppage-time equaliser followed by a successful penalty shootout to get past their arch-rivals in Kuwait and capture a fourth straight French Super Cup title.
The Champions League holders seemed to be coasting towards a comfortable win in the match between the French league champions and the Coupe de France winners after the French winger found the scoring in the opening stages.
However, Marseille fired twice late to take a shock advantage. Initially, Mason Greenwood scored from the penalty spot, before Willian Pacho inadvertently directed the ball into his own net for an own-goal.
In a remarkable turn of events, the Portuguese striker grabbed a crucial equaliser in the dying moments to force the contest into a penalty shootout. The Parisian shot-stopper Chevalier then stood as the key figure, saving decisive attempts from O'Riley and Hamed Traore.
From the spot, Goncalo Ramos, the midfielder, the full-back, and the young talent all scored successfully for PSG to complete a 4-1 penalty win.
Now 14-time champions Paris Saint-Germain, who faced last season's Ligue 1 runners-up Olympique de Marseille after achieving a league and cup double, have now won this competition for the 12th time in the last 13 seasons.