The Parisian club has now secured the season-opening cup on 14 separate times.
The Parisian giants needed a stoppage-time leveler followed by a successful penalty shootout to get past their arch-rivals in the Gulf and secure a fourth straight French Super Cup victory.
The European champions seemed to be coasting towards a comfortable win in the match between the Ligue 1 champions and the French Cup holders after the French winger opened the net early on.
Yet, Marseille fired twice late to take a shock advantage. Initially, Mason Greenwood converted from the penalty spot, before Willian Pacho unfortunately turned the ball into his own net for an own goal.
In a breathtaking twist of fortune, Goncalo Ramos grabbed a crucial equaliser in the dying seconds to send the contest into a deciding shootout. The Parisian shot-stopper Chevalier then emerged as the key figure, saving decisive kicks from O'Riley and Hamed Traore.
In the shootout, Goncalo Ramos, the midfielder, the full-back, and the young talent all scored successfully for PSG to seal a convincing shootout win.
Now 14-time champions Paris Saint-Germain, who met last season's Ligue 1 second-placed team Marseille after completing a league and cup double, have now won this competition for the 12th time in the past 13 years.