However, the Qatari chief did reiterate that coach Laurent Blanc remains a firm fan of the midfielder, who wants to leave Newcastle and has already been the subject of a bid from Arsenal.
"Yohan Cabaye? He is a great player and I know Laurent Blanc likes him a lot," Al-Khelaifi is quoted by L'Equipe.
"But we didn't make any offer to Newcastle."
Al-Khelaifi also spoke about the ongoing situation with defender Mamadou Sakho, who wants to leave his hometown club.
A host of teams are now looking to land Sakho, who has come through the ranks at the Parc des Princes, but al-Khelaifi is determined to keep him.
"He is a child from the club, just like Steven Gerrard at Liverpool, players you can hardly imagine wearing another shirt," he said.
"I am a bit surprised to see he wants to leave. I had a talk with him. My position is very clear and he knows it: we want to keep him and we will do our best for that."