After conceding the opening goal in the first leg of their last-16 tie at the Santiago Bernabeu on Wednesday, the reigning title holders pulled level through a Cristiano Ronaldo penalty and went on to win 3-1 .
PSG had their own calls for a penalty dismissed in the second half when the ball hit Sergio Ramos' arm, drawing complaints from coach Unai Emery .
But Al-Khelaifi believes his side are often on the wrong end of decisions when they face Europe's traditional giants and pointed out the booking of Adrien Rabiot - now suspended for the return leg - and a challenge on Kimpembe in the build up to Madrid's third as questionable calls.
"When we play against the big teams, it's always the same thing, always," he said after the game. "Last year it was against Barcelona, this year it's against Real.
"Ok, Real Madrid are a great team, but that's enough now, UEFA must do something. The referee was more [in favour of] Real than us.
"I'm not saying that we lost because of the referee, because things were clear, but there are small details that change a lot, especially Adrien Rabiot's yellow card. It's not a yellow card, that's for sure, UEFA must do something, it's not possible for football to continue like this. We will appeal [Rabiot's suspension].
"Kylian Mbappe was called offside incorrectly as well.
"The result was not fair, I think we played better in the second half and we had our chances to score, but made mistakes."
Despite the result, the president is confident the Parisian side can overcome the deficit and progress to the quarter-finals with a win in the second leg on March 6.
"I don't think it was a bad match for us. We finished 90 minutes, but there are still 90 minutes at home to be played. We still have a lot of chances to qualify.
"When it was 1-1, we could have scored the second goal. I believe in my players and my coach, we will qualify. We had a very good second period.
"We'll do everything to trace and reach the quarter-finals. It will be very hard for Madrid."