Germany lost 2-1 to Italy in the semi-final of the European Championships, leading to criticism in some quarters of boss Low's tactics.
Real Madrid midfielder Khedira told reporters: "We are 100% confident in him, we have no doubt because he is a competent coach.
"A trainer proves his worth by making risky decisions and no one can blame him for his starting line-up in the semi-final of the European Championship. We, the players, were the ones on the pitch."
The 25-year-old is part of Low's squad for Germany's friendly international against Argentina on Wednesday.