PSG has now claimed the season-opening trophy on 14 different times.
Paris Saint-Germain required a stoppage-time equaliser followed by a perfect spot-kick decider to overcome their arch-rivals in the Gulf and secure a fourth straight French Super Cup title.
The Champions League holders appeared to be sailing towards a comfortable win in the match between the French league champions and the French Cup winners after the French winger found the scoring in the opening stages.
However, Marseille fired twice in the closing moments to seize a surprise lead. First, the English forward scored from the spot-kick, before the defender inadvertently turned the ball into his own net for an own-goal.
In a breathtaking twist of events, Goncalo Ramos snatched a vital equaliser in the final seconds to send the contest into a penalty shootout. PSG goalkeeper Lucas Chevalier then stood as the hero, stopping decisive kicks from Matt O'Riley and Hamed Traore.
From the spot, Goncalo Ramos, the midfielder, the full-back, and Desire Doue all scored with composure for PSG to seal a 4-1 penalty victory.
The record winners Paris Saint-Germain, who met last season's Ligue 1 second-placed team Olympique de Marseille after achieving a league and cup double, have now lifted this trophy for the twelfth time in the past 13 seasons.