The Parisian club has now won the season-opening cup on 14 separate times.
Paris Saint-Germain required a dramatic equaliser followed by a perfect spot-kick decider to get past their arch-rivals in the Gulf and capture a fourth straight French Super Cup title.
The European champions seemed to be coasting towards a straightforward triumph in the showdown featuring the Ligue 1 champions and the Coupe de France holders after the French winger found the net early on.
Yet, Marseille struck two times late to seize a surprise advantage. First, the English forward scored from the penalty spot, before Willian Pacho unfortunately turned the ball into his own net for an own goal.
In a remarkable twist of fortune, Goncalo Ramos snatched a vital leveler in the dying moments to force the contest into a deciding shootout. The Parisian shot-stopper Lucas Chevalier then emerged as the hero, stopping decisive attempts from O'Riley and Traore.
In the shootout, Ramos, Vitinha, the full-back, and Desire Doue all scored with composure for PSG to complete a 4-1 penalty victory.
The record champions PSG, who met last season's Ligue 1 runners-up Marseille after achieving a domestic double, have now won this competition for the 12th time in the past 13 years.