PSG has now won the prestigious trophy on 14 different times.
Paris Saint-Germain required a dramatic equaliser followed by a perfect penalty shootout to overcome their arch-rivals in the Gulf and capture a fourth straight French Super Cup victory.
The European champions seemed to be coasting towards a comfortable triumph in the match between the French league winners and the French Cup winners after Ousmane Dembele opened the net early on.
However, Marseille struck twice in the closing moments to take a shock lead. First, Mason Greenwood converted from the spot-kick, 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 vital leveler in the dying moments to send the contest into a deciding shootout. The Parisian shot-stopper Lucas Chevalier then emerged as the hero, stopping decisive attempts from Matt O'Riley and Hamed Traore.
From the spot, Ramos, Vitinha, the full-back, and the young talent all scored with composure for PSG to seal a 4-1 shootout win.
The record winners Paris Saint-Germain, who met last season's Ligue 1 runners-up Olympique de Marseille after completing a league and cup double, have now lifted this competition for the 12th time in the last thirteen years.