The mega-rich Ligue 1 club have been linked with the 23-year-old during the January transfer window although Hazard spoke out earlier in the month to distance himself from a Chelsea exit.
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"Hazard is a fantastic player," he told L'Equipe. "The best at Chelsea for me. But we never talked with him. In 2012, before he left for England, we had the opportunity to recruit him but we did not.
"Chelsea were very advanced in negotiations and as we do not want to have bad relations with other clubs, it stopped there. He looks happy at Chelsea."
PSG have also been touted to make a move for former Manchester United midfielder Paul Pogba, although Al-Kehlaifi was similarly cautious and insisted the club would speak to Juventus if and when they are preparing to launch a bid.
He continued: "As for Pogba, he is one of those great French players we watch. But when we are really interested, we'll talk to Juventus."