The Parisian club has now claimed the season-opening cup on 14 different times.
Paris Saint-Germain needed a dramatic equaliser followed by a successful penalty shootout to get past their arch-rivals in the Gulf and capture a record-extending fourth consecutive French Super Cup title.
The European champions seemed to be sailing towards a comfortable win in the match between the Ligue 1 champions and the French Cup holders after Ousmane Dembele found the scoring in the opening stages.
Yet, Marseille fired two times late to take a shock advantage. First, the English forward scored from the penalty spot, before Willian Pacho inadvertently turned the ball into his own net for an own goal.
In a remarkable turn of fortune, the Portuguese striker snatched a crucial equaliser in the final moments to force the contest into a penalty shootout. PSG goalkeeper Lucas Chevalier then emerged as the hero, stopping crucial attempts from Matt O'Riley and Hamed Traore.
From the spot, Goncalo Ramos, Vitinha, the full-back, and Desire Doue all scored successfully for Paris Saint-Germain to complete a 4-1 penalty win.
Now 14-time winners Paris Saint-Germain, who faced last season's Ligue 1 second-placed team Olympique de Marseille after achieving a league and cup double, have now lifted this competition for the twelfth time in the last 13 seasons.