The Parisian club has now secured the season-opening cup on 14 separate times.
Paris Saint-Germain needed a stoppage-time equaliser followed by a successful penalty shootout to overcome their arch-rivals in Kuwait and secure a record-extending fourth consecutive French Super Cup title.
The Champions League holders seemed to be coasting towards a straightforward triumph in the match between the Ligue 1 winners and the Coupe de France winners after Ousmane Dembele opened the scoring early on.
Yet, Marseille struck twice in the closing moments to seize a shock lead. First, the English forward scored from the penalty spot, before Willian Pacho inadvertently directed the ball into his own net for an own-goal.
In a remarkable turn of fortune, the Portuguese striker snatched a crucial equaliser in the dying moments to send the match into a deciding shootout. The Parisian shot-stopper Chevalier then stood as the key figure, saving crucial kicks from O'Riley and Hamed Traore.
In the shootout, Ramos, the midfielder, the full-back, and Desire Doue all converted with composure for PSG to seal a 4-1 shootout victory.
The record winners PSG, who faced last season's Ligue 1 second-placed team Marseille after achieving a league and cup double, have now won this competition for the twelfth time in the past 13 years.