PSG has now secured the season-opening cup on 14 separate occasions.
The Parisian giants required a dramatic 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 European champions appeared to be coasting towards a comfortable triumph in the match featuring the French league champions and the Coupe de France holders after Ousmane Dembele opened the net early on.
However, Marseille struck twice late to seize a surprise advantage. First, Mason Greenwood scored from the penalty spot, before Willian Pacho unfortunately directed the ball into his own net for an own-goal.
In a remarkable turn of fortune, Goncalo Ramos snatched a vital equaliser in the dying moments to force the match into a penalty shootout. The Parisian shot-stopper Lucas Chevalier then emerged as the hero, stopping decisive attempts from Matt O'Riley and Hamed Traore.
In the shootout, Goncalo Ramos, the midfielder, Nuno Mendes, and the young talent all scored successfully for Paris Saint-Germain to complete a 4-1 penalty victory.
The record winners PSG, who met last season's Ligue 1 runners-up Marseille after completing a league and cup double, have now lifted this trophy for the 12th time in the past 13 seasons.