The Parisian club has now won the season-opening cup on fourteen different times.
The Parisian giants needed a stoppage-time equaliser followed by a perfect penalty shootout to get past their arch-rivals in the Gulf and capture a fourth straight French Super Cup title.
The European champions appeared to be sailing towards a straightforward triumph in the showdown between the Ligue 1 winners and the Coupe de France holders after the French winger opened the net early on.
However, Marseille struck two times late to take a shock advantage. First, the English forward scored from the penalty spot, before Willian Pacho inadvertently turned the ball into his own net for an own goal.
In a remarkable turn of fortune, the Portuguese striker snatched a vital equaliser in the dying seconds to send the contest into a penalty shootout. PSG goalkeeper Chevalier then stood as the key figure, saving decisive attempts from O'Riley and Hamed Traore.
In the shootout, Ramos, Vitinha, the full-back, and Desire Doue all scored successfully for Paris Saint-Germain to seal a 4-1 penalty win.
The record winners PSG, who met last season's Ligue 1 runners-up Marseille after achieving a league and cup double, have now lifted this trophy for the 12th time in the past 13 seasons.