A 2-1 victory in last night's semifinal against Arsenal saw PSG win the tie 3-1 on aggregate and set up a final with Inter Milan.
Afterwards in the mixed zone, Al-Khelaifi reflected: "It's an evening in the great history of Paris Saint-Germain. The players, the coach, the staff, the fans, the sporting director, everyone worked for this, to write this story.
"We won our two matches in the semi-finals, if you had told me that, after our first three matches this season... We might not have qualified for the play-offs... And now we're here, you'd have said it wasn't possible.
"But I've always had confidence in my players, my staff, my coach. I felt something special this season, the team spirit, on the pitch, off it, everyone fighting for each other, everyone fighting for the jersey, everyone is proud of the team. And with the supporters, they were magnificent."
Today we have a great PSG
He continued, "Just talking about Munich gives me goosebumps. It was very, very hard to get to Munich. It's not easy, honestly. The players fought, the coach did a lot. Today, we have a great Paris Saint-Germain.
"I told the players that we were proud of them, truly. Because what's more, we're the youngest team to reach the Champions League final, I think.
"We've created something, we've made Champions League history. But I want to say something, we still have a very important match. We're celebrating today, but we still have two finals, the Coupe de France and the Champions League. It's going to be magnificent."