The Parisian club has now claimed the season-opening cup on fourteen different times.
Paris Saint-Germain required a dramatic leveler followed by a perfect spot-kick decider to get past their arch-rivals in the Gulf and capture a fourth straight French Super Cup victory.
The European champions appeared to be coasting towards a comfortable triumph in the match featuring the Ligue 1 champions and the Coupe de France holders after Ousmane Dembele opened the net early on.
Yet, Marseille struck twice late to take a surprise lead. First, the English forward converted from the penalty spot, before Willian Pacho inadvertently directed the ball into his own net for an own goal.
In a breathtaking turn of fortune, Goncalo Ramos grabbed a vital leveler in the final seconds to force the match into a deciding shootout. The Parisian shot-stopper Lucas Chevalier then stood as the hero, saving crucial attempts from Matt O'Riley and Hamed Traore.
In the shootout, Ramos, Vitinha, Nuno Mendes, and the young talent all converted successfully for PSG to seal a 4-1 penalty victory.
The record winners 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 past 13 seasons.