PSG has now won the season-opening trophy on 14 different times.
Paris Saint-Germain required a stoppage-time equaliser followed by a perfect penalty shootout to get past their arch-rivals in the Gulf and capture a record-extending fourth consecutive French Super Cup title.
The Champions League holders seemed to be sailing towards a comfortable triumph in the showdown between the Ligue 1 champions and the Coupe de France winners after the French winger opened the net in the opening stages.
However, Marseille struck twice in the closing moments to seize a shock lead. First, the English forward scored from the penalty spot, before Willian Pacho unfortunately directed the ball into his own net for an own goal.
In a remarkable turn of fortune, Goncalo Ramos snatched a crucial equaliser in the final seconds to force the match into a deciding shootout. The Parisian shot-stopper Chevalier then emerged as the key figure, saving decisive kicks from Matt O'Riley and Traore.
From the spot, Ramos, Vitinha, the full-back, and the young talent all scored with composure for PSG to complete a 4-1 penalty win.
Now 14-time champions Paris Saint-Germain, who met last season's Ligue 1 second-placed team Olympique de Marseille after completing a league and cup double, have now lifted this trophy for the 12th time in the past thirteen years.