Qatari investors have spent around €250 million since buying PSG in April 2011 to sign expensive players like Sweden striker Zlatan Ibrahimovic, Brazil defender Thiago Silva and Argentina forward Ezequiel Lavezzi.
The club, however, could only finish second in Ligue 1 behind Montpellier last season and they have begun this campaign with three disappointing draws.
"Winning the Champions League is not easy. What Chelsea did last season was impressive but it took them nine years to win it," said Al-Khelaifi, referring to billionaire Russian owner Roman Abramovich's purchase of the London club in 2003.
"Of course we want to win the Champions League one day but we are realistic - it takes time," he said.
Al-Khelaifi said there was no panic over their mediocre start to the Ligue 1 campaign.
"The start of the season has not been very good for us, for sure, but it's normal when you build a team," he explained.
"We are satisfied with the team we have. The players have to learn to play as a team because it's not just about buying players, it's also a question of playing together.
"There is a lot of work to do. We need to show on the pitch that we are really willing to work hard."
PSG, back in the Champions League for the first time since 2005, have been drawn alongside Porto, Dynamo Kiev and Dinamo Zagreb in Group A this season.
UNIQUE PSG
"We have been very clear about our objective which is to be really competitive in the Champions League," added Al-Khelaifi. "Being competitive means fighting in each match and giving 100 percent.
"But I am confident in our team. We have an experienced coach [Carlo Ancelotti] and we are really excited.
"We are here for Paris," added Al-Khelaifi. "Paris is unique, it is the only club in the capital.
"I'm expecting a lot from PSG in terms of resources, revenue, fans, results."
The 39-year-old businessman said it was important for the squad to believe in the club's plans.
"This is not just about money, it's a challenging project," added al-Khelaifi. "We are not a big club yet and to become a big club we need challenging players.
"It's really important to have a squad that understands where we want to go and that's simple - we want to be one of the best clubs in Europe."
The involvement of the Qatari investors could also have a knock-on benefit to Ligue 1 which is rated in Europe below the English Premier League, Italian Serie A, Spain's La Liga and the German Bundesliga.
"We are focused on Paris Saint-Germain of course but we also have to think globally and see how we can make PSG and other clubs international brands," said Al-Khelaifi.
"The French league deserves to be at a higher level than it is today."
That may prove tough to accomplish especially since French football did not grant the Qatari investors a warm welcome when they arrived, and often complain PSG buy their players abroad rather tha
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