"It was not a good game for us on Saturday but we should not go crazy," Khedira told a news conference at Germany's pre-Euro 2012 training camp in the south of France.
"We should not ignore the result but we should equally not overestimate it. We can still win the tournament."
Schweinsteiger was one of eight Bayern players who missed Saturday's match after coach Joachim Loew gave them extra time to recover from the disappointment of losing on penalties to Chelsea in the Champions League final on May 19.
"The Bayern players were wounded but they are now full of anticipation for the tournament. They are fully focused," said Khedira.
"He laughs normally, he speaks normally, he is just normal," he added, referring to Schweinsteiger who missed his spot kick in the Champions League shootout.
Loew will announce his final 23-man squad on Tuesday, cutting four players from his preliminary list.
Germany play their last Euro 2012 warmup against Israel in Leipzig on Thursday ahead of Group B matches against Portugal, Netherlands and Denmark in Ukraine and Poland.