The Parisian club has now claimed the season-opening cup on fourteen separate times.
The Parisian giants required a stoppage-time leveler followed by a perfect spot-kick decider to overcome their arch-rivals in Kuwait and capture a fourth straight French Super Cup title.
The European champions appeared to be sailing towards a straightforward win in the match between the French league winners and the Coupe de France winners after Ousmane Dembele opened the net early on.
However, Marseille fired twice late to seize a shock lead. First, the English forward scored from the spot-kick, before the defender inadvertently directed the ball into his own net for an own-goal.
In a breathtaking twist of events, the Portuguese striker grabbed a vital leveler in the final seconds to send the match into a deciding shootout. PSG goalkeeper Chevalier then stood as the key figure, saving decisive attempts from Matt O'Riley and Hamed Traore.
In the shootout, Goncalo Ramos, the midfielder, Nuno Mendes, and Desire Doue all scored successfully for Paris Saint-Germain to seal a 4-1 penalty win.
The record champions PSG, who met last season's Ligue 1 second-placed team Olympique de Marseille after completing a league and cup double, have now lifted this trophy for the twelfth time in the last 13 years.