The Parisian club has now secured the season-opening trophy on 14 separate occasions.
Paris Saint-Germain needed a dramatic equaliser followed by a successful penalty shootout to get past their arch-rivals in Kuwait and capture a fourth straight French Super Cup victory.
The European champions appeared to be sailing towards a comfortable triumph in the showdown between the Ligue 1 winners and the Coupe de France holders after the French winger found the scoring early on.
However, Marseille fired two times late to take a shock lead. Initially, 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 events, Goncalo Ramos snatched a crucial equaliser in the final seconds to send the contest into a deciding shootout. The Parisian shot-stopper Chevalier then stood as the hero, stopping decisive kicks from Matt O'Riley and Hamed Traore.
In the shootout, Ramos, the midfielder, the full-back, and Desire Doue all converted with composure for Paris Saint-Germain to complete a 4-1 shootout win.
Now 14-time winners PSG, who met last season's Ligue 1 runners-up Olympique de Marseille after completing a domestic double, have now lifted this trophy for the twelfth time in the past thirteen years.