The Parisian club has now secured the season-opening cup on 14 different occasions.
Paris Saint-Germain needed a stoppage-time equaliser followed by a successful penalty shootout to get past their arch-rivals in the Gulf and capture a record-extending fourth consecutive French Super Cup victory.
The Champions League holders seemed to be coasting towards a straightforward win in the match between the Ligue 1 winners and the French Cup winners after the French winger opened the scoring early on.
However, Marseille struck two times late to seize a shock advantage. First, Mason Greenwood scored from the penalty spot, before the defender unfortunately turned the ball into his own net for an own-goal.
In a remarkable turn of events, Goncalo Ramos snatched a vital leveler in the final seconds to force the contest into a deciding shootout. PSG goalkeeper Chevalier then stood as the hero, stopping crucial kicks from Matt O'Riley and Traore.
From the spot, Ramos, Vitinha, the full-back, and Desire Doue all converted with composure for Paris Saint-Germain to complete a 4-1 shootout win.
The record champions PSG, who met last season's Ligue 1 runners-up Marseille after completing a domestic double, have now won this trophy for the twelfth time in the last thirteen years.