The Parisian club has now secured the season-opening trophy on 14 separate times.
Paris Saint-Germain needed a dramatic equaliser followed by a perfect spot-kick decider to overcome Marseille in Kuwait and secure a fourth straight French Super Cup victory.
The European champions appeared to be sailing towards a comfortable triumph in the showdown featuring the French league champions and the French Cup winners after the French winger found the net early on.
Yet, Marseille fired twice late to seize a surprise advantage. First, the English forward scored from the penalty spot, before Willian Pacho inadvertently directed the ball into his own net for an own-goal.
In a remarkable twist of fortune, Goncalo Ramos snatched a crucial leveler in the final moments to force the match into a deciding shootout. The Parisian shot-stopper Chevalier then emerged as the hero, saving crucial kicks from O'Riley and Hamed Traore.
From the spot, Ramos, the midfielder, the full-back, and Desire Doue all converted successfully for PSG to complete a 4-1 penalty victory.
The record winners PSG, who faced last season's Ligue 1 second-placed team Marseille after completing a league and cup double, have now lifted this trophy for the 12th time in the last thirteen years.