Al-Khelaifi admitted that the 1-1 draw against Valencia that put them through was "tough" and because of that he is not focusing on the final just yet.
"It was a tough game but we are in the European top eight," UEFA.com quotes him as saying. "It's fantastic for French clubs.
I was very confident beforehand. Carlo Ancelotti did a good job and Kevin Gameiro had a good game. Whoever we lock horns with in the quarters will be a great club.
"Wembley? It is not the time to talk about that yet."
PSG are also challenging for Ligue 1 and are currently two points ahead of Lyon.