Wenger has expressed his desire to stay in the game despite leaving his job as Arsenal manager at the age of 68.
Widespread reports have speculated that Wenger, whom Al-Khelaifi admits is a close friend, could take up a new role at the Ligue 1 champions.
But in a wide-ranging interview with L’Equipe, Al-Khelaifi said: “He is a close friend, I have a lot of admiration and respect for him and everything he has done in football.
“He’s a big man. This is one of the first people I spoke to before buying the club, and he told me one thing that I never forgot: ‘You buy a diamond and it will be cut and shined’.
“I do not know what he will do, but he will have a lot offers. Today, the sports director [of PSG] is Antero Henrique and he will stay.”