Reports claim that the 23-year-old is in talks over a move to Liverpool, but Al-Khelaifi is hoping that Sakho will change his mind and remain where he is.
"Sakho is a child of the club just like Steven Gerrard is at Liverpool," Al-Khelaifi told The Mirror.
"It is hard to imagine him wearing another team's jersey. I'm a little surprised that he wants to leave.
"I had a discussion with him. My position is very clear and he knows it. We want to keep him and we will do everything to achieve that."
Sakho has 14 caps for France.