The Parisian club has now claimed the prestigious trophy on 14 different times.
Paris Saint-Germain required a dramatic equaliser followed by a perfect spot-kick decider to get past Marseille in the Gulf and secure a fourth straight French Super Cup victory.
The European champions seemed to be sailing towards a comfortable win in the showdown featuring the Ligue 1 winners and the Coupe de France holders after the French winger opened the scoring early on.
Yet, the southern French side fired two times in the closing moments to take a shock lead. Initially, Mason Greenwood scored from the spot-kick, before the defender inadvertently directed the ball into his own net for an own goal.
In a remarkable twist of events, Goncalo Ramos grabbed a crucial leveler in the dying moments to send the contest into a deciding shootout. The Parisian shot-stopper Chevalier then emerged as the hero, saving crucial attempts from Matt O'Riley and Traore.
In the shootout, Ramos, the midfielder, the full-back, and Desire Doue all scored with composure for PSG to seal a convincing penalty victory.
Now 14-time winners Paris Saint-Germain, who faced last season's Ligue 1 runners-up Olympique de Marseille after completing a domestic double, have now lifted this trophy for the twelfth time in the last 13 seasons.