The Parisian club has now claimed the season-opening trophy on fourteen different times.
Paris Saint-Germain required a stoppage-time leveler followed by a perfect spot-kick decider to overcome their arch-rivals in the Gulf and secure a record-extending fourth consecutive French Super Cup victory.
The Champions League holders appeared to be coasting towards a comfortable triumph in the showdown featuring the Ligue 1 winners and the Coupe de France holders after Ousmane Dembele found the scoring in the opening stages.
However, Marseille fired twice in the closing moments to seize a surprise advantage. First, the English forward converted from the spot-kick, before Willian Pacho inadvertently directed the ball into his own net for an own goal.
In a remarkable turn of events, Goncalo Ramos grabbed a crucial leveler in the dying seconds to send the contest into a penalty shootout. PSG goalkeeper Lucas Chevalier then stood as the hero, saving crucial kicks from O'Riley and Traore.
From the spot, Ramos, Vitinha, the full-back, and Desire Doue all scored with composure for PSG to complete a 4-1 shootout victory.
The record champions Paris Saint-Germain, who met last season's Ligue 1 runners-up Marseille after completing a domestic double, have now lifted this competition for the twelfth time in the last thirteen years.