The future of the Colombian star has been the subject of widespread speculation following the conclusion of the 2015/16 campaign, with some Spanish media outlets even going so far as to suggest that the Parisiens had already sounded out Real to enquire about the player's availability.
This after Rodriguez failed to nail down a regular starting berth under Zinedine Zidane in the second half of last season.
However, Al-Khelaifi has moved to pour cold water over the recent rumours doing the rounds, insisting PSG had not "spoken with anybody" at Real.
When asked about PSG's reported interest in Rodriguez, Al-Khelaifi told reporters: "It's not true at all. We haven't spoken with him, we haven't spoken with Real Madrid, we haven't spoken with anybody."
Rodriguez made 46 appearances in all competitions in his first season in Madrid, having joined the Spanish juggernauts on a six-year deal following a hugely successful 2014 World Cup campaign.
However, his involvement was curtailed somewhat last season as he made just 17 starts in La Liga, with a further nine appearances coming from the substitutes bench.