Schweinsteiger’s current contract at Bayern Munich is set to expire in the summer of 2012 and the midfielder has admitted he could leave the German side.
The 26-year-old has been linked with both Real and Manchester United.
“Bastian has asked me about how things work at Real,” Khedira told German magazine Sport-Bild.
“We had talked before about things Mourinho had said, as we have a very good, open relationship.”
Khedira joined Real Madrid in a 14million euro deal from Stuttgart in July.
“Bastian is one of the few players who would prevail anywhere he plays,” he said.
“I would never give out advice about it: some people want to play for foreign clubs, some don’t.
“Bayern is a great club, one of the best in the world, but I think that experience at a top club abroad doesn’t hurt.”