The Parisian club has now won the season-opening cup on 14 different times.
The Parisian giants required a dramatic leveler followed by a perfect penalty shootout to overcome their arch-rivals in Kuwait and secure a fourth straight French Super Cup victory.
The Champions League holders appeared to be coasting towards a comfortable win in the showdown between the French league winners and the Coupe de France winners after the French winger found the scoring in the opening stages.
However, Marseille fired twice in the closing moments to seize a shock lead. Initially, 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 fortune, the Portuguese striker snatched a vital equaliser in the final moments to force the contest into a penalty shootout. PSG goalkeeper Chevalier then stood as the hero, stopping crucial attempts from Matt O'Riley and Hamed Traore.
In the shootout, Goncalo Ramos, Vitinha, the full-back, and Desire Doue all converted successfully for Paris Saint-Germain to seal a 4-1 shootout win.
Now 14-time champions Paris Saint-Germain, who met last season's Ligue 1 runners-up Marseille after completing a domestic double, have now won this competition for the twelfth time in the past 13 years.