PSG has now claimed the season-opening cup on 14 separate times.
The Parisian giants required a stoppage-time equaliser 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 triumph in the match featuring the Ligue 1 winners and the Coupe de France winners after the French winger found the scoring early on.
Yet, Marseille fired twice late to seize a surprise lead. Initially, Mason Greenwood scored from the spot-kick, before Willian Pacho inadvertently turned the ball into his own net for an own-goal.
In a breathtaking turn of fortune, Goncalo Ramos snatched a crucial equaliser in the dying moments to force the contest into a penalty shootout. The Parisian shot-stopper Lucas Chevalier then emerged as the hero, stopping decisive attempts from O'Riley and Traore.
In the shootout, Ramos, Vitinha, Nuno Mendes, and Desire Doue all scored with composure for PSG to seal a 4-1 shootout win.
The record champions Paris Saint-Germain, who faced last season's Ligue 1 runners-up Marseille after completing a league and cup double, have now lifted this trophy for the 12th time in the past 13 seasons.
