Speculation regarding big-moves for two proven frontmen has rumbled on for some time now.
Both are considered to be top targets for those at the Santiago Bernabeu, with the Blancos forever in the market for ‘Galactico’ additions.
They had been hoping to land World Cup winner Mbappe back in 2017, before seeing him head to PSG, while Neymar has been heavily linked with a return to Spain ever since completing a record-breaking switch to France from Barcelona.
Al-Khelaifi has always maintained that he has no intention of parting with any prized assets and hopes those in Madrid will remain professional as the rumour mill rages.
He told Marca: “It's a bit frustrating if we're being realistic because it's not fair for other clubs or anyone to speak with our players.
“We don't like it at all and we spoke about it with Real Madrid at one moment. We have a good relationship with them and they respect PSG, and I hope that this is true.
“We respect Real Madrid and their president Florentino Perez. I think it's important for everyone that we don't work behind the scenes.
“If there is something there then it's better that we speak, whether that's speaking with Florentino Perez or whoever and then saying what we like and what we don't like. That's what we expect of all clubs, not only Real Madrid.”
Al-Khelaifi maintains that PSG are planning “long-term” with their star-studded squad, with the club boasting some of the world’s most exciting attacking talent on its books.
He added: “Mbappe is already one of the best players in the world. As is Neymar. To be honest, I see them as the best two players in the world.
“Of course, we have the best forwards. There's also [Edinson] Cavani and [Angel] Di Maria and it's a matter of pride.
“The good thing is that this allows you to think in a long-term project. We'll go out to try to win each title and we'll fight because we are obligated to.”
Neymar has endured a testing 2018 to date, with an untimely injury suffered towards the end of last season preventing him from making the desired impact in Brazil’s World Cup campaign over the summer.
He has, however, been among the goals at club level this season – netting four times in five appearances to date – and Al-Khelaifi believes the 26-year-old is back to his best.
"He is good, he is fit. He was injured and didn't have time to get to his best level, but now he is confident and we're glad to be able to count on him,” added the PSG supremo.
“I am sure this will be his year. He is happy and eager and very motivated. We need him and he is committed to winning with us.”