The Real Madrid boss has been widely tipped to leave his post with the Spanish champions at the end of the season, with PSG touted as a possible destination due to the riches of Al-Khelaifi and his Qatar Sports Investments consortium.
The QSI figurehead sought to play down the link after last night's Champions League win over Porto, but stopped conspicuously short of ruling out an eventual move for the Portuguese.
"Mourinho to PSG? It is not certain," he said, in comments reported by Spanish sports daily AS.
"It is the media who talk about it, not me. Mourinho is at Real Madrid and Ancelotti is with us."
Last night's 2-1 win at the Parc des Princes saw PSG finish top of their Champions League group and Al-Khelaifi said: "It's a very important victory. I am very happy, but not just because we won.
"I am happy about the team spirit. I liked the reaction of the group (to Porto's equaliser). The players gave their utmost to search for this victory.
"We are in the last 16 as group winners, that is very important for us."
Don't miss any live and exclusive football coverage this festive season. Click here to visit Sky Sports' Festive Calendar