PSG has now won the season-opening cup on 14 separate occasions.
Paris Saint-Germain needed a stoppage-time 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 seemed to be coasting towards a comfortable win in the showdown featuring the French league champions and the French Cup winners after Ousmane Dembele opened the net early on.
Yet, Marseille fired twice late to seize a shock advantage. First, the English forward scored from the spot-kick, before Willian Pacho inadvertently turned the ball into his own net for an own-goal.
In a breathtaking twist of fortune, Goncalo Ramos snatched a crucial leveler in the dying moments to force the match into a penalty shootout. The Parisian shot-stopper Lucas Chevalier then stood as the hero, saving crucial kicks from Matt O'Riley and Hamed Traore.
In the shootout, Ramos, the midfielder, the full-back, and Desire Doue all scored with composure for Paris Saint-Germain to seal a 4-1 penalty win.
The record champions PSG, who met last season's Ligue 1 runners-up Marseille after completing a domestic double, have now lifted this competition for the 12th time in the past 13 seasons.