The Parisian club has now won the season-opening cup on 14 separate times.
Paris Saint-Germain needed a stoppage-time equaliser followed by a successful spot-kick decider to overcome their arch-rivals in Kuwait and capture a record-extending fourth consecutive French Super Cup title.
The Champions League holders seemed to be sailing towards a straightforward triumph in the match between the Ligue 1 winners and the Coupe de France holders after the French winger opened the scoring early on.
However, Marseille fired two times late to take a shock lead. First, Mason Greenwood converted from the penalty spot, before the defender inadvertently turned the ball into his own net for an own-goal.
In a breathtaking twist of events, Goncalo Ramos snatched a crucial equaliser in the final moments to send the contest into a deciding shootout. The Parisian shot-stopper Lucas Chevalier then stood as the hero, saving decisive kicks from O'Riley and Hamed Traore.
From the spot, Ramos, Vitinha, Nuno Mendes, and Desire Doue all scored with composure for PSG to seal a 4-1 shootout victory.
The record champions PSG, who faced last season's Ligue 1 runners-up Marseille after achieving a league and cup double, have now won this competition for the twelfth time in the last thirteen seasons.
