The Parisian club has now won the season-opening cup on 14 separate occasions.
Paris Saint-Germain required a stoppage-time equaliser followed by a successful spot-kick decider to overcome their arch-rivals in the Gulf and secure a record-extending fourth consecutive French Super Cup victory.
The European champions seemed to be coasting towards a straightforward win in the match between the French league winners and the Coupe de France winners after the French winger opened the scoring early on.
Yet, Marseille struck twice in the closing moments to take a shock lead. Initially, the English forward converted from the penalty spot, before Willian Pacho inadvertently turned the ball into his own net for an own-goal.
In a remarkable turn of events, Goncalo Ramos snatched a crucial leveler in the dying seconds to send the contest into a penalty shootout. The Parisian shot-stopper Chevalier then stood as the key figure, stopping decisive attempts from Matt O'Riley and Traore.
In the shootout, Ramos, the midfielder, Nuno Mendes, and the young talent all converted successfully for PSG to seal a 4-1 penalty victory.
The record champions PSG, who faced last season's Ligue 1 runners-up Marseille after completing a domestic double, have now won this trophy for the 12th time in the past thirteen seasons.