PSG has now secured the season-opening trophy on 14 separate occasions.
Paris Saint-Germain needed a stoppage-time equaliser followed by a successful spot-kick decider to get past Marseille in Kuwait and secure a record-extending fourth consecutive French Super Cup victory.
The Champions League holders seemed to be sailing towards a comfortable triumph in the match featuring the Ligue 1 winners and the Coupe de France holders after Ousmane Dembele opened the net early on.
However, Marseille fired two times late to seize a shock advantage. First, the English forward scored from the penalty spot, before the defender unfortunately turned the ball into his own net for an own-goal.
In a remarkable twist of events, Goncalo Ramos snatched a vital equaliser in the final seconds to send the match into a deciding shootout. The Parisian shot-stopper Chevalier then emerged as the hero, stopping decisive kicks from O'Riley and Traore.
In the shootout, Goncalo Ramos, Vitinha, the full-back, and Desire Doue all scored with composure for Paris Saint-Germain to seal a 4-1 shootout victory.
Now 14-time winners Paris Saint-Germain, who met last season's Ligue 1 second-placed team Olympique de Marseille after achieving a domestic double, have now won this competition for the 12th time in the past thirteen years.