Sakho is reportedly keen on leaving the French side and has recently been linked with the likes of Liverpool and AC Milan.
But Al-Khelaifi insists PSG are keen to keep Sakho at the Parc des Princes.
“He is a child from the club, just like Steven Gerrard at Liverpool, players you can hardly imagine wearing another shirt,” Al-Khelaifi said.
“I am a bit surprised to see he wants to leave. I had a talk with him. My position is very clear and he knows it: we want to keep him and we will do our best for that.”