PSG has now won the season-opening trophy on 14 different times.
The Parisian giants required a stoppage-time equaliser followed by a successful spot-kick decider to overcome 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 showdown featuring the Ligue 1 winners and the Coupe de France winners after Ousmane Dembele found the scoring in the opening stages.
Yet, Marseille fired twice late to take a surprise advantage. Initially, the English forward converted from the penalty spot, before Willian Pacho unfortunately turned the ball into his own net for an own goal.
In a breathtaking turn of events, the Portuguese striker grabbed a vital leveler in the dying seconds to force the match into a deciding shootout. PSG goalkeeper Lucas Chevalier then stood as the key figure, saving decisive kicks from O'Riley and Traore.
In the shootout, Ramos, the midfielder, the full-back, and Desire Doue all converted with composure for PSG to seal a 4-1 shootout victory.
The record winners Paris Saint-Germain, who faced last season's Ligue 1 second-placed team Marseille after achieving a league and cup double, have now lifted this trophy for the 12th time in the past thirteen seasons.
