The Parisian club has now secured the season-opening cup on 14 different times.
Paris Saint-Germain required a dramatic leveler followed by a successful penalty shootout to get past their arch-rivals in the Gulf and capture a fourth straight French Super Cup title.
The Champions League holders appeared to be coasting towards a straightforward win in the match featuring the French league winners and the French Cup holders after the French winger found the scoring in the opening stages.
Yet, Marseille struck two times late to seize a surprise lead. First, Mason Greenwood converted from the penalty spot, before the defender unfortunately directed the ball into his own net for an own-goal.
In a breathtaking twist of events, the Portuguese striker grabbed a vital equaliser in the dying moments to force the contest into a penalty shootout. PSG goalkeeper Lucas Chevalier then stood as the hero, saving decisive kicks from O'Riley and Hamed Traore.
From the spot, Ramos, Vitinha, the full-back, and Desire Doue all scored successfully for Paris Saint-Germain to seal a 4-1 shootout win.
The record champions PSG, who met last season's Ligue 1 runners-up Olympique de Marseille after achieving a league and cup double, have now lifted this competition for the twelfth time in the last 13 years.