The Swede is one of PSG's key assets, inspiring the capital club to the Ligue 1 title last season with 30 goals in 34 appearances.
He signed a new contract earlier this year which keeps him at the Parc des Princes until 2016 and Al-Khelaifi is not worried that the 32-year-old may seek pastures new despite being linked with a host of European clubs.
"He's said he wanted to retire at this club and it will be his last club," Al-Khelaifi told the BBC World Service. "I am not worried at all."
The former Inter Milan, Barcelona and AC Milan forward has continued his rich vein of form into this season, with his 12 goals helping PSG to the top of the domestic league.
"I think he is one of the best three players in the world," added Al-Khelaifi.
"He deserves to be the best player in the world this year with the things he is doing."