The Parisian club has now won the season-opening cup on 14 different times.
Paris Saint-Germain needed a dramatic equaliser followed by a perfect penalty shootout to get past their arch-rivals in Kuwait and secure a fourth straight French Super Cup title.
The Champions League holders seemed to be sailing towards a comfortable win in the showdown featuring the Ligue 1 winners and the French Cup winners after Ousmane Dembele found the scoring early on.
However, Marseille struck twice late to take a surprise advantage. First, the English forward 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 final seconds to send the contest into a deciding shootout. The Parisian shot-stopper Lucas Chevalier then emerged as the hero, stopping decisive kicks from O'Riley and Traore.
From the spot, Goncalo Ramos, Vitinha, Nuno Mendes, and Desire Doue all scored with composure for Paris Saint-Germain to complete a 4-1 shootout win.
The record champions PSG, who faced last season's Ligue 1 second-placed team Olympique de Marseille after completing a domestic double, have now lifted this competition for the twelfth time in the past thirteen years.
