The Parisian club has now won the prestigious trophy on 14 different times.
The Parisian giants needed a dramatic leveler followed by a successful spot-kick decider to overcome their arch-rivals in Kuwait and capture a fourth straight French Super Cup victory.
The European champions appeared to be coasting towards a straightforward triumph in the match between the Ligue 1 champions and the French Cup winners after the French winger found the net in the opening stages.
Yet, Marseille fired twice late to take a shock lead. First, the English forward converted from the spot-kick, before the defender unfortunately turned the ball into his own net for an own-goal.
In a remarkable turn of fortune, Goncalo Ramos grabbed a vital leveler in the dying moments to force the contest into a deciding shootout. PSG goalkeeper Lucas Chevalier then emerged as the key figure, saving crucial kicks from O'Riley and Hamed Traore.
In the shootout, Ramos, Vitinha, Nuno Mendes, and Desire Doue all scored successfully for Paris Saint-Germain to complete a 4-1 penalty victory.
The record winners PSG, who met last season's Ligue 1 runners-up Olympique de Marseille after achieving a domestic double, have now won this competition for the twelfth time in the last 13 years.