The Parisian club has now claimed the prestigious trophy on 14 separate occasions.
Paris Saint-Germain needed a dramatic equaliser followed by a perfect spot-kick decider to get past their arch-rivals in Kuwait and secure a fourth straight French Super Cup victory.
The Champions League holders seemed to be coasting towards a comfortable triumph in the showdown featuring the Ligue 1 champions and the Coupe de France winners after the French winger found the scoring early on.
Yet, Marseille struck two times in the closing moments to seize a shock advantage. First, Mason Greenwood scored from the spot-kick, before Willian Pacho inadvertently directed the ball into his own net for an own-goal.
In a remarkable turn of fortune, the Portuguese striker grabbed a crucial leveler in the final seconds to force the contest into a penalty shootout. The Parisian shot-stopper Lucas Chevalier then emerged as the hero, saving crucial kicks from O'Riley and Traore.
From the spot, Goncalo Ramos, the midfielder, the full-back, and Desire Doue all scored successfully for PSG to seal a 4-1 shootout win.
Now 14-time winners PSG, who faced last season's Ligue 1 runners-up Marseille after achieving a domestic double, have now lifted this competition for the 12th time in the past 13 seasons.