The Parisian club has now secured the prestigious trophy on 14 separate times.
The Parisian giants needed a stoppage-time equaliser followed by a successful penalty shootout to get past their arch-rivals in the Gulf and capture a fourth straight French Super Cup victory.
The Champions League holders appeared to be sailing towards a comfortable triumph in the showdown between the Ligue 1 champions and the Coupe de France winners after Ousmane Dembele found the scoring early on.
However, Marseille fired two times late to take a surprise lead. First, the English forward scored from the spot-kick, before Willian Pacho unfortunately turned the ball into his own net for an own goal.
In a remarkable turn of fortune, Goncalo Ramos grabbed a crucial equaliser in the final moments to send the contest into a deciding shootout. PSG goalkeeper Lucas Chevalier then stood as the hero, saving crucial kicks from Matt O'Riley and Hamed Traore.
In the shootout, Goncalo Ramos, the midfielder, Nuno Mendes, and Desire Doue all converted successfully for PSG to complete a 4-1 shootout win.
Now 14-time champions Paris Saint-Germain, who faced last season's Ligue 1 runners-up Marseille after completing a domestic double, have now lifted this competition for the twelfth time in the last 13 seasons.