The Portugal international's decision not to cancel his party after the disappointing result in the Madrid derby has led to heavy criticism and a number of reports claim that Los Blancos are considering punishing the players who attended the get-together, including Khedira and James Rodriguez.
However, the Germany international feels that he did not do anything wrong and has downplayed the nature of the party.
"If Ronaldo invites me, it is a sign of respect to actually attend," Khedira said to Bild, "and it was not really a party, it was just dinner.
"I did not drink any alcohol all evening and went home at 01:30CET."
The 27-year-old discussed his future at Madrid, with his current deal due to expire at the end of the season, and stressed that he has not made a final decision just yet.
"It is not correct that I have already agreed terms with a Bundesliga team," he remarked. "My future is still undecided. I am keeping my options open."
Khedira has made 15 appearances in all competitions for Madrid so far in 2014-15.
However, the Germany international feels that he did not do anything wrong and has downplayed the nature of the party.
"If Ronaldo invites me, it is a sign of respect to actually attend," Khedira said to Bild, "and it was not really a party, it was just dinner.
"I did not drink any alcohol all evening and went home at 01:30CET."
The 27-year-old discussed his future at Madrid, with his current deal due to expire at the end of the season, and stressed that he has not made a final decision just yet.
"It is not correct that I have already agreed terms with a Bundesliga team," he remarked. "My future is still undecided. I am keeping my options open."
Khedira has made 15 appearances in all competitions for Madrid so far in 2014-15.