The Parisian club has now won the prestigious cup on fourteen different times.
The Parisian giants required a stoppage-time leveler followed by a perfect penalty shootout to get past their arch-rivals in the Gulf and secure a record-extending fourth consecutive French Super Cup victory.
The Champions League holders appeared to be sailing towards a straightforward win in the showdown between the French league champions and the Coupe de France holders after the French winger opened the scoring in the opening stages.
However, Marseille struck two times late to take a shock lead. First, Mason Greenwood converted from the penalty spot, before the defender unfortunately turned the ball into his own net for an own-goal.
In a remarkable twist of fortune, Goncalo Ramos snatched a vital leveler in the dying seconds to force the contest into a deciding shootout. The Parisian shot-stopper Lucas Chevalier then emerged as the hero, stopping crucial kicks from O'Riley and Traore.
From the spot, Ramos, Vitinha, Nuno Mendes, and Desire Doue all converted with composure for PSG to seal a 4-1 penalty win.
Now 14-time winners Paris Saint-Germain, 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 thirteen years.