The Uruguayan international is said to be frustrated at being placed out of position, but the club executive is adamant that the player is staying put.
"Cavani is very important for us, he is very professional and he gives everything. I appreciate that," Sky Sports News quotes Al-Khelaifi as saying.
"If he wants to change positions, it is not his decision, it is the coach and he understands that.
"He is there to play where the coach decides. He may discuss with the staff and the club but the decision will be remaining with us. He is a star for the club and of course it remains."
Cavani joined PSG from Napoli last summer in a deal worth more than £60m.