The Manchester United striker has been linked with a move to the French giants this season, after a reported dispute with manager Sir Alex Ferguson following their Champions League exit earlier this year.
However, while they are happy to be linked with the player, Al-Khelaifi says that the Parisians have not formally spoken to the English club about the 27-year-old.
"Thankfully there are a lot of players really interested in the club, this was not the case when we bought the club," Al-Khelaifi told Sky Sports News.
"I think we didn't talk honestly, he is a great player, he is one of the best strikers in the world.
"I think everyone would like to have him but if you want to talk about the fact, we didn't approach him."
Rooney moved to Old Trafford from Everton in 2004.