Germany’s World Cup winner turned down a contract extension with the Spanish giants last summer and is thought to be on his way to the Premier League once his contract ends in June.
“I love Real Madrid and it will be hard to leave this club,” Khedira told Spanish sports newspaper Marca.
Arsenal are reportedly interested in signing the 27-year-old midfielder, who is also a reported target of Bundesliga sides Schalke and Bayern Munich.
Injuries have limited Khedira to just 11 league appearances this campaign.
Khedira missed Real Madrid’s 2-1 defeat at Barcelona last Sunday because of gastroenteritis.
His commitment was nevertheless questioned by the Spanish press but he insisted: “I’m going to give everything for this jersey until the last day of my contract, no-one should doubt that.”
Khedira joined the Bernabeu outfit in 2010 from Stuttgart and has made more than 100 appearances for Los Blancos since.
Real are one point adrift of Primera Division leaders Barcelona and take on city rials Atletico Madrid in the Champions League quarter-finals.
Khedira is currently on international duty with Germany.