PSG blew Inter Milan away 5-0 in Saturday night's final in Munich.
Afterwards, Al-Khelaifi declared on Canal+: "This year has been very special, we had a difficult start, everyone criticised us, doubted us, and now, many people did not have confidence in our project, our investments...
"Today, we have proven that we are here, we are champions, I find it hard to believe. 5-0, it's incredible, it's a dream.
"We're defending the French flag, we're a French club, we deserve it. There are a lot of big clubs in France. Everyone criticises France, saying we don't have quality, but we showed today that we have great players.
"The goal? To win again. It's been 14 years of work. We had the second-youngest team in the final. We're building something for the future. We have the best coach and the best sporting director in the world. We're a great club."