PSG has now won the season-opening cup on 14 different times.
Paris Saint-Germain required a dramatic leveler followed by a perfect penalty shootout to get past 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 win in the match between the Ligue 1 winners and the French Cup winners after Ousmane Dembele opened the net in the opening stages.
However, Marseille struck two times in the closing moments to take a shock lead. Initially, the English forward scored from the spot-kick, before the defender inadvertently turned the ball into his own net for an own-goal.
In a remarkable twist of events, Goncalo Ramos grabbed a vital leveler in the dying moments to send the contest into a deciding shootout. PSG goalkeeper Lucas Chevalier then emerged as the key figure, stopping crucial kicks from O'Riley and Traore.
In the shootout, Goncalo Ramos, the midfielder, the full-back, and Desire Doue all scored successfully for PSG to seal a 4-1 shootout victory.
The record champions Paris Saint-Germain, who met last season's Ligue 1 runners-up Marseille after completing a league and cup double, have now won this competition for the 12th time in the last 13 years.