Germany led the game 2-0, but in the end Englands strike-force of Jamie Vardy and Harry Kane brought the two sides level before Eric Dier got a stoppage time header to leave the hosts speechless.
Khedira, who Captained the German side, was left furious after the game following his sides performance, allowing England to come back from two goals down.
"It was an unnecessary, stupid defeat," Germany midfielder Khedira said. "We all need to take a look at ourselves and work hard now."
"We did a lot right up until the second goal, then after that we were much worse - and England punished us.
"However, we played well for an hour. We need to play well for 90 minutes against Italy (in Tuesday's friendly) and in the European Championship."