PSG secured their first Ligue 1 title in 19 years on Sunday night with a 1-0 win over Lyon and Al-Khelaifi was keen to emphasise that Ancelotti should stay at the Parc des Princes after a season in which his future has been the subject of constant speculation.
In an interview with L'Equipe, Al-Khelaifi said: "If Carlo Ancelotti left Paris, it would be a problem."
The Qatari businessman claimed Real Madrid, who are expected to require a replacement for Jose Mourinho this summer, had contacted him last week to ask about Ancelotti but were rebuffed.
"A few days ago, the general manager of Real Madrid (Jose Angel Sanchez) contacted me to talk to (Ancelotti). Very quickly, I told them: 'If you want to have Carlo, you need to know that he has a year left on his contract, so please respect the contract.
"We respect all clubs, we expect the same in return. Today we do not have the same stature as Real Madrid, but we do deserve the same respect'.
"He apologised and told me he had thought Ancelotti's contract was expiring but I told him that was wrong and that Carlo has another year with us. He told me they would take that into account."
Former AC Milan and Chelsea manager Ancelotti has been in charge of PSG since December 2011. He took over with PSG in first place but could only manage second place in his first season in charge, before winning the title at the second attempt.
He also took them to the quarter-finals of the Champions League where they fell to Barcelona on the away goals rule, having drawn both legs of the tie. Speculation about Ancelotti's future has never gone away however, something Al-Khelaifi now wants to end.
"We want to keep Carlo," he said. "Everyone loves it here, the players, the fans, myself, I love it. I have supported him since the day he arrived and I will support him until his last day here. I am very optimistic (he will stay)."