Ronaldo claimed that he was unhappy following Madrid's 3-0 win over Granada last weekend and that the club knew why.
Khedira told Kicker: "He (Ronaldo) just wanted to let the public know."
The German international also said he believes that he has the total backing of Madrid manager Jose Mourinho, and is confident of holding down a regular place in midfield despite the arrivals of Luka Modric and Michael Essien.
He said: "If he had a low opinion of me I wouldn't be in the squad for the third year. I want to show that I am the man to count on."
Madrid play their next La Liga match away at Sevilla on Saturday, September 15.