The Parisian club has now claimed the season-opening cup on 14 different occasions.
The Parisian giants needed a dramatic 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 straightforward triumph in the showdown between the Ligue 1 champions and the Coupe de France holders after the French winger found the scoring early on.
Yet, Marseille struck twice late to take a shock lead. Initially, the English forward scored from the penalty spot, before the defender unfortunately directed the ball into his own net for an own goal.
In a remarkable twist of events, Goncalo Ramos snatched a crucial equaliser in the dying moments to force the match into a penalty shootout. The Parisian shot-stopper Chevalier then emerged as the hero, stopping crucial attempts from O'Riley and Hamed Traore.
In the shootout, Ramos, the midfielder, the full-back, and the young talent all scored successfully for Paris Saint-Germain to seal a 4-1 penalty win.
The record winners Paris Saint-Germain, who faced last season's Ligue 1 runners-up Marseille after achieving a domestic double, have now lifted this trophy for the 12th time in the past thirteen years.