PSG has now secured the prestigious cup on 14 different occasions.
Paris Saint-Germain 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 Champions League holders seemed to be sailing towards a straightforward win in the match featuring the French league champions and the Coupe de France holders after the French winger found the scoring early on.
However, Marseille fired twice late to seize a surprise advantage. First, the English forward converted from the spot-kick, before Willian Pacho inadvertently directed the ball into his own net for an own goal.
In a remarkable turn of fortune, Goncalo Ramos grabbed a vital equaliser in the final moments to send the match into a deciding shootout. PSG goalkeeper Chevalier then stood as the hero, saving decisive attempts from Matt O'Riley and Hamed Traore.
In the shootout, Goncalo Ramos, the midfielder, Nuno Mendes, and the young talent all scored with composure for Paris Saint-Germain to complete a convincing shootout win.
The record winners Paris Saint-Germain, who met last season's Ligue 1 runners-up Marseille after achieving a domestic double, have now won this competition for the twelfth time in the last 13 seasons.