The Germany international midfielder would prefer to see his compatriots make it to the next round rather than either Ajax or Manchester City
The Bundesliga champions currently sit atop of the table in Group D with seven points from three games, narrowly ahead of los Blancos, and Khedira feels BVB deserve to survive the group stages.
"Real Madrid and one other team will go through. I am not going to predict who," Khedira was quoted as saying by Bwin.com.
"But obviously, as a German, if Dortmund do go through that would be great for me as I think they also deserve it.
"They have been German champions two years running and are now playing very well in the Champions League. Personally I would be very happy for them.
"Although what I hope most is that Real Madrid finish in first place, and the rest does not really matter to me."
Madrid host Dortmund at the Santiago Bernabeu on Tuesday.