The Parisian club has now won the season-opening cup on 14 separate times.
Paris Saint-Germain needed a stoppage-time equaliser followed by a perfect spot-kick decider to overcome their arch-rivals in the Gulf and capture a fourth straight French Super Cup victory.
The Champions League holders seemed to be sailing towards a straightforward triumph in the showdown between the French league winners and the French Cup winners after the French winger found the net early on.
Yet, Marseille fired twice in the closing moments to take a surprise lead. Initially, Mason Greenwood scored from the penalty spot, before Willian Pacho unfortunately turned the ball into his own net for an own goal.
In a remarkable twist of fortune, the Portuguese striker grabbed a vital leveler in the dying seconds to send the match into a penalty shootout. The Parisian shot-stopper Lucas Chevalier then stood as the key figure, stopping decisive kicks from O'Riley and Hamed Traore.
In the shootout, Goncalo Ramos, Vitinha, Nuno Mendes, and Desire Doue all scored successfully for PSG to seal a 4-1 penalty victory.
Now 14-time champions Paris Saint-Germain, who met last season's Ligue 1 second-placed team Marseille after completing a domestic double, have now lifted this competition for the 12th time in the past thirteen years.