PSG has now secured the prestigious trophy on 14 different occasions.
The Parisian giants required a dramatic leveler followed by a successful penalty shootout to overcome their arch-rivals in the Gulf and secure a fourth straight French Super Cup victory.
The European champions appeared to be coasting towards a comfortable win in the showdown between the Ligue 1 winners and the French Cup winners after the French winger found the scoring early on.
However, Marseille struck twice in the closing moments to take a shock advantage. First, the English forward scored from the spot-kick, before the defender unfortunately turned the ball into his own net for an own goal.
In a breathtaking twist of events, Goncalo Ramos grabbed a vital equaliser in the dying seconds 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, Goncalo Ramos, the midfielder, the full-back, and the young talent all converted with composure for Paris Saint-Germain to seal a 4-1 penalty win.
Now 14-time winners PSG, who faced last season's Ligue 1 second-placed team Marseille after achieving a domestic double, have now lifted this competition for the twelfth time in the last thirteen years.