Juve secured the title amid frustration after another early elimination from the Champions League.
However, Khedira said from the Porsche Tennis Grand Prix: “This season we won an eighth consecutive title.
“It's something special, which shouldn't be taken for granted. It's a great success.
“The Champions League is one of Juventus' objectives, but it's not easy: seven or eight teams also dream of winning it.
“It's for that reason we need to accept our elimination, even if it hurts. We'll try to win it in the future."