The Parisian club has now secured the season-opening cup on 14 different occasions.
The Parisian giants needed a stoppage-time leveler followed by a perfect penalty shootout to get past Marseille in the Gulf and secure a record-extending fourth consecutive French Super Cup title.
The European champions appeared to be coasting towards a straightforward win in the match featuring the French league winners and the Coupe de France winners after the French winger opened the scoring in the opening stages.
However, the southern French side fired two times in the closing moments to take a shock lead. First, Mason Greenwood converted from the spot-kick, before Willian Pacho unfortunately turned the ball into his own net for an own goal.
In a breathtaking twist of fortune, Goncalo Ramos snatched a crucial equaliser in the dying seconds to send the contest into a penalty shootout. The Parisian shot-stopper Chevalier then emerged as the hero, stopping crucial kicks from O'Riley and Hamed Traore.
In the shootout, Ramos, Vitinha, the full-back, and the young talent all scored with composure for PSG to complete a 4-1 penalty win.
The record champions Paris Saint-Germain, who met last season's Ligue 1 second-placed team Olympique de Marseille after completing a domestic double, have now won this competition for the 12th time in the past 13 seasons.