Although Real Madrid are widely believed to have ditched their famous Galacticos transfer policy, Neymar has continued to be a rumoured primary target as Los Blancos look to rebuild a new team after several years of recent success.
Responding to ongoing speculation, Al-Khelaifi told Marca, "It's a bit frustrating if we're being realistic because it's not fair for other clubs or anyone to speak with our players.
"We don't like it at all and we spoke about it with Real Madrid at one moment. We have a good relationship with them and they respect PSG, and I hope that this is true. We respect Real Madrid and their president Florentino Perez," he added.
"I think it's important for everyone that we don't work behind the scenes. If there is something there then it's better that we speak, whether that's speaking with Florentino Perez or whoever and then saying what we like and what we don't like.
"That's what we expect of all clubs, not only Real Madrid."
Have no idea why Al-Khelaifi is saying what he is saying. Real Madrid made it crystal clear, in an official statement for everyone to see, that they respect PSG and have never contacted nor sent an offer for Neymar. What more is needed?— RMadridHome (@RMadridHome_) September 14, 2018
After injury prematurely ended his debut season in France, Neymar has made a fine start to the new campaign, netting four goals in four Ligue 1 appearances. The club will also soon begin their Champions League journey with a trip to last seasons finalists Liverpool next week.