The Parisian club has now claimed the season-opening trophy on 14 different times.
Paris Saint-Germain required a stoppage-time leveler followed by a successful penalty shootout to get past their arch-rivals in Kuwait and secure a record-extending fourth consecutive French Super Cup title.
The Champions League holders seemed to be sailing towards a straightforward triumph in the match featuring the Ligue 1 winners and the French Cup holders after the French winger found the net early on.
However, Marseille fired two times late to seize a shock lead. Initially, Mason Greenwood converted from the penalty spot, before Willian Pacho unfortunately turned the ball into his own net for an own-goal.
In a remarkable turn of events, the Portuguese striker snatched a vital leveler in the dying seconds to force the match into a deciding shootout. The Parisian shot-stopper Chevalier then stood as the hero, stopping crucial kicks from Matt O'Riley and Hamed Traore.
In the shootout, Goncalo Ramos, the midfielder, Nuno Mendes, and Desire Doue all converted successfully for Paris Saint-Germain to complete a 4-1 penalty victory.
The record champions PSG, who faced last season's Ligue 1 runners-up Olympique de Marseille after completing a domestic double, have now lifted this trophy for the twelfth time in the last thirteen seasons.