The Ligue 1 club met Neymar's release clause at Barcelona last week, smashing the global transfer record previously held by Manchester United from when they splashed out €105m for Paul Pogba in 2016.
Scudamore insists seeing his league lose that milestone is of no concern to him, with the restraint shown by the biggest sides something he views as a positive.
And he does not think the record amount spent on Neymar will be challenged any time soon.
"There is a point where you say actually 'no'," Scudamore said to Sky Sports.
"I am glad that is not us who has got that particular record.
"That is an unusual set of events I think. The Qataris - who own PSG - have suddenly decided they want to make a statement.
"And the rather perverse thing with having these buyout clauses is they are meant to prevent players moving.
"This one was tested and it does not worry me at all and I am kind of sitting here glad it was not a Premier League club who spent that much money on a player."
He added to BBC Radio 5 live: "I can't see anything like that [in the Premier League]. When the previous record was £89m [Pogba], to suddenly go to £200m that is something else going on there.
"They [PSG and their owners] have made a huge statement but I don't think we are going to see that replicated."
Le Parc a accueilli son nouveau numéro , @NeymarJR
— PSG Officiel (@PSG_inside) August 5, 2017
Premier League sides have still splashed out huge fees in this transfer window, with Romelu Lukaku's move from Everton to United, reportedly worth an initial £75m, the biggest so far.
But Scudamore feels their spending has been at a rational level, particularly given the high value of the English top-flight's television rights.
He continued: "The reality is there are pressures everywhere, fans want their clubs to go sign players, always have done.
"The economics of the game are straightforward. Clubs have assets, particularly broadcasting rights, we have global interest in that.
"That generates income, that income is then invested and clubs have always pretty much spent what they can on acquiring talent and then on other infrastructure, like stadia and community schemes.
"We have rules in place that ensure the clubs are sustainable, clearly you cannot pay the absolute top dollar for every player."
Photo Getty Images Nasser Al-Khelaifi and Neymar, PSG