Swiss prosecutors revealed this week they are probing Khelaifi, who heads the Qatari-owned beIN Media group, and disgraced former Fifa executive Jerome Valcke over the sale of media rights for World Cups from 2018-2030.
A villa on Sardinia that Italian police say Khelaifi used as "a means of corruption" has been seized and searched.
An aide close to Khelaifi said he denies all the accusations and has done nothing wrong.
The probe has cast a shadow over an exciting start to the season at the Parc des Princes following the signing of Brazilian superstar Neymar in a world record €222 million ($262.5 million) deal and the arrival of French teenage sensation Kylian Mbappe.
A source close to the club said it was unaffected by the swirling allegations.
"An investigation is under way, Nasser al-Khelaifi is implicated in his role as president of beIN Media. It has no link with PSG and so there is no panic among the sponsors, or within the club," the source said, speaking on condition of anonymity.
PSG, who lead Ligue 1, put their unbeaten record on the line away to Dijon on Saturday.
Their closest rivals for the title, reigning champions Monaco, lost ground following a 3-2 defeat to Lyon on Friday.