PSG has now won the season-opening cup on 14 different occasions.
Paris Saint-Germain required a stoppage-time leveler followed by a perfect spot-kick decider to get past their arch-rivals in Kuwait and secure a record-extending fourth consecutive French Super Cup victory.
The Champions League holders appeared to be coasting towards a comfortable triumph in the showdown between the Ligue 1 winners and the French Cup winners after Ousmane Dembele found the net early on.
However, Marseille struck twice in the closing moments to seize a surprise advantage. First, Mason Greenwood scored from the spot-kick, before Willian Pacho unfortunately directed the ball into his own net for an own goal.
In a breathtaking twist of events, the Portuguese striker grabbed a vital equaliser in the dying moments to force the contest into a penalty shootout. PSG goalkeeper Chevalier then stood as the key figure, saving decisive kicks from O'Riley and Traore.
In the shootout, Ramos, the midfielder, the full-back, and Desire Doue all converted with composure for Paris Saint-Germain to complete a 4-1 shootout victory.
Now 14-time champions Paris Saint-Germain, who faced last season's Ligue 1 second-placed team Olympique de Marseille after achieving a league and cup double, have now won this competition for the 12th time in the past 13 seasons.