The midfielder feels Los Blancos have suffered following the playmaker's departure and bemoans "disrespectful" treatment by the Spanish media.
The Germany star completed a 50 million euro deadline-day move to the Premier League giant in August, and his national team colleague has now admitted Los Blancos are suffering from the playmaker's switch.
"Many players lament the departure of Mesut Ozil, including me," Khedira told Kicker. "Losing a player with the qualities of Mesut means a weakening. But we have many players in our ranks with great qualities."
Khedira also took the time to criticize the Spanish media for not giving him the credit he feels he deserves for his performances during his time at the club.
"I'll never be a media favorite in Spain. Even before the season, they saw me on the bench or in the stands, and now I'm the scapegoat yet again," Khedira said. "Even if I put up good performances, they get rated badly.
"I'm not a Spaniard, didn't cost a lot of money and I'm a scholar of Mourinho. It's a shame to get treated like that, but it doesn't make me unhappy.
"I don't care about being loved by the media, I just demand their respect, which is non-existent at the moment."