Cavani has been linked with a move away from Paris for most of the season after being forced to play out wide, instead of up front under manager Laurent Blanc.
The Uruguay international cast his PSG future into further doubt ahead of the club's UEFA Champions League quarter-final first leg against Chelsea on Wednesday.
Speaking to L'Equipe, Cavani admitted he would have to consider his options if the situation did not improve.
Al-Khelaifi, however, said Cavani will not be leaving the Ligue 1 champions having only arrived from Serie A outfit Napoli in a reported deal worth £55 million last July.
"Cavani is very important for us, he is very professional and he gives everything. I appreciate that," said Al-Khelaifi.
"If he wants to change positions, it is not his decision, it is the coach and he understands that.
"He is there to play where the coach decides. He may discuss with the staff and the club but the decision will be remaining with us.
"He is a star for the club and of course it remains."
Cavani, who has managed to score 14 league goals for the French champions this season, could be granted his wish of a more central role following the news striker Zlatan Ibrahimovic will miss at least four weeks with a hamstring injury.
