Cavani, who joined PSG from Napoli for a fee believed to be in the region of €64 million in July 2013, has been heavily linked with Manchester United, Juventus and Atletico Madrid.
However, he has been said to be dissatisfied with his role at PSG, with the Uruguay international pushed out wide due to coach Laurent Blanc's preference in playing Zlatan Ibrahimovic as a central striker.
The former Palermo man was also publicly criticised by Blanc and forced to sit two games in January after missing a mid-season training camp.
But Al-Khelaifi is unwilling to part with PSG's record signing.
"Edinson Cavani is a player I like a lot," he said. "I can tell you that he is very much fine with us, and the question of his departure does not arise.
"Paris loves him and he loves Paris."
Cavani scored 25 goals in his first campaign with PSG and has 20 in all competitions this term.
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