Cavani completed the €64 million (£53.8m) signing of the Uruguay star on Tuesday after weeks of speculation over the foward's future, during which time wantaway Rooney was also linked with the French champions.
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When asked whether Rooney or Cavani had been the top target, Al-Khelaifi told Le Parisien: "Of course Cavani was our first choice, the coach's, Leonardo's and mine.
"He really wanted to come to Paris, although other big clubs wanted him. If he had not believed in the project, he would not have come.
"Cavani did not chose Paris for the money, believe me 100%. He believes in the project, he believes that, with us, he will be able to win many titles. The supporters and the sponsors know that the project continues, that the departures of [former sporting director] Leonardo and [ex-coach Carlo] Ancelotti don't change anything."
Speculation has been rife that Cavani's arrival could signal the end of Zlatan Ibrahimovic's career in Paris, with the Sweden star having been linked with a return to Juventus in recent weeks, as well as the likes of Manchester City.
Al-Khelaifi, however, will not entertain the notion of letting last season's talisman leave.
"Ibra will stay, that's for sure. He'll play with Cavani."