Neymar only joined PSG from Barcelona last August after the French giants activated his €222million release clause, but the Brazil star has already been linked with a sensational switch to the Spanish capital.
The 26-year-old came up against the Champions League holders on Wednesday as PSG crashed to a 3-1 first-leg defeat in the round of 16 at the Santiago Bernabeu.
Addressing the ongoing reports post-match, Al-Khelaifi told beIN SPORTS : "Of course, 100 per cent Neymar will be a PSG player next year."
Neymar has starred for PSG this season, scoring 28 goals in as many matches across all competitions following the midweek Champions League clash.
PSG impressed at times in the Spanish capital but walked away empty handed, despite Adrien Rabiot's 33rd-minute opener.
Cristiano Ronaldo equalised from the penalty spot on the stroke of half-time before he doubled his tally with seven minutes remaining.
Marcelo struck three minutes later as PSG crumbled in the closing stages, leaving themselves with a two-goal deficit ahead of next month's return leg in Paris.
Al-Khelaifi felt the result was unfair on PSG, while highlighting the performance of Italian referee Gianluca Rocchi.
"The result was not fair, we played better in the second half and we had chances to score," he added.
"We made mistakes, [Kylian] Mbappe was called offside and he was not... I think the referee helped them [Madrid] tonight."
However, he added: "It's going to be very hard for Madrid in Paris."