PSG has now secured the prestigious cup on 14 different times.
Paris Saint-Germain needed a dramatic leveler followed by a successful spot-kick decider to get past their arch-rivals in the Gulf and secure a fourth straight French Super Cup victory.
The European champions seemed to be coasting towards a straightforward win in the match between the French league winners and the French Cup winners after the French winger found the scoring in the opening stages.
Yet, Marseille fired twice in the closing moments to seize a surprise lead. First, the English forward converted from the penalty spot, before the defender inadvertently turned the ball into his own net for an own-goal.
In a breathtaking turn of fortune, the Portuguese striker snatched a crucial leveler in the dying seconds to force the match into a penalty shootout. The Parisian shot-stopper Chevalier then stood as the key figure, saving crucial attempts from Matt O'Riley and Hamed Traore.
In the shootout, Goncalo Ramos, the midfielder, Nuno Mendes, and Desire Doue all converted successfully for PSG to complete a 4-1 penalty win.
The record champions PSG, who faced last season's Ligue 1 second-placed team Olympique de Marseille after achieving a domestic double, have now won this competition for the twelfth time in the past 13 seasons.