The Parisian club has now secured the season-opening cup on 14 different occasions.
Paris Saint-Germain needed a stoppage-time equaliser followed by a successful spot-kick decider to overcome Marseille in the Gulf and secure a fourth straight French Super Cup victory.
The Champions League holders appeared to be coasting towards a comfortable triumph in the match between the Ligue 1 champions and the Coupe de France winners after the French winger found the scoring early on.
However, the southern French side struck twice late to seize a shock lead. Initially, Mason Greenwood converted from the spot-kick, before the defender inadvertently turned the ball into his own net for an own goal.
In a remarkable twist of fortune, Goncalo Ramos grabbed a crucial leveler in the final moments to send the contest into a penalty shootout. The Parisian shot-stopper Chevalier then emerged as the key figure, saving crucial kicks from O'Riley and Traore.
In the shootout, Ramos, the midfielder, the full-back, and the young talent all converted successfully for Paris Saint-Germain to seal a 4-1 shootout win.
Now 14-time champions PSG, who faced last season's Ligue 1 second-placed team Marseille after completing a domestic double, have now won this competition for the 12th time in the past thirteen years.