The Parisian club has now claimed the season-opening cup on fourteen different times.
The Parisian giants required a stoppage-time equaliser followed by a successful penalty shootout to get past their arch-rivals in the Gulf and secure a record-extending fourth consecutive French Super Cup title.
The Champions League holders seemed to be coasting towards a comfortable win in the showdown between the Ligue 1 champions and the French Cup holders after the French winger opened the net in the opening stages.
Yet, Marseille fired twice in the closing moments to take a surprise lead. First, Mason Greenwood scored from the penalty spot, before the defender inadvertently turned the ball into his own net for an own goal.
In a remarkable twist of fortune, Goncalo Ramos snatched a vital equaliser in the dying moments to force the contest into a deciding shootout. The Parisian shot-stopper Chevalier then emerged as the hero, saving crucial kicks from O'Riley and Hamed Traore.
From the spot, Goncalo Ramos, the midfielder, Nuno Mendes, and Desire Doue all converted successfully for Paris Saint-Germain to complete a 4-1 penalty victory.
Now 14-time winners Paris Saint-Germain, who faced last season's Ligue 1 second-placed team Olympique de Marseille after achieving a domestic double, have now lifted this competition for the twelfth time in the past 13 years.