Beckham set up a goal for Blaise Matuidi as PSG beat Brest 3-1, and the former England could not hold back the tears after being substituted with ten minutes remaining.
Al-Khelaifi admitted that the match was Beckham's last at the club before retiring this summer after an illustrious career.
"It was an emotional moment for me," Al-Khelaifi told Sky Sports.
"I love David. He was great for this football club and has had a great career. I am very proud of David and wish him all the best in his life.
"This will have been the last match that he plays for us. For a player like David to finish his career at PSG makes us very proud. We're going to miss him, it is very sad that he is leaving.
"The door is very open to him at PSG. There are a lot of things that he could do here. We are going to discuss it with him, and he can make his choice."
PSG manager Leonardo and team-mates Thiago Silva and Christophe Jallet also discussed David Beckham's retirement.