There might be some truth to it, but its unclear.
In an interview in 2015, Kahn had this to say:
Q: Stimmt es, dass Sie einmal bei einem Benefizturnier keine Bälle reinließen, obwohl jedes Tor Geld für einen guten Zweck gebracht hätte?
A: Das stimmt leider. Mir hat damals allerdings niemand gesagt, dass jedes Tor eine Spende bedeutet hätte. Ich habe fast jeden Ball pariert. Erst später hat mich mein Trainer Winnie Schäfer aufgeklärt, um was es eigentlich ging.
(Translation via DeepL.com:)
Q: Is it true that once in a charity tournament you wouldn't let balls in, even though every goal would have brought money for a good cause?
A: Unfortunately that's true. But nobody told me back then that every goal meant a donation. I parried almost every ball. Only later did my coach Winnie Schäfer explain to me what it was all about.
Note that he said he parried almost every ball, not every single of them, and that he claims he wasn't told about the event beforehand. Note that the age of the shooters is not mentioned.
I could not find any shred of evidence of this happening other then him saying so.
The only other event I could find is a charity event during his farewell game. During the break, he faced a penalty shootout against amateur shooters and saved five out of ten penalties. I could not find out how old the shooters were, they are described simply as amateurs.
Die „ich schaff‘s Tour mit Oliver Kahn“
Oliver Kahn, ehemaliger Tor-Titan der Nationalelf, und
der DKSB haben 2008 ein gemeinsames Hilfsprojekt initiiert. Im Rahmen des Abschiedsspiels von Oliver Kahn am 2. September 2008 hatte sich der Welttorhüter zehn Amateurschützen zum Elfmeter-Duell gestellt. Fünf Bälle hielt Kahn. Für jeden spendete easy living 100.000 Euro.
Einen Teil dieses Geldes erhielt der DKSB, der damit die „ich schaff‘s Tour mit Oliver Kahn“ realisierte. Zwölf Schulen aus Bayern wurden ausgewählt, um an dem Motivationsprogramm teilzunehmen. Höhepunkt wird für die Jugendlichen zwischen 11 und 16 Jahren natürlich der Besuch Oliver Kahns in ihrer Schule sein.
(Source: Jahresbericht 2008/2009 - Deutscher Kinderschutzbund Bundesverband e.V.)
English version (with the help of deepl.com, some small corrections made by me):
Oliver Kahn, former Goal-Titan of the national team, and
the DKSB initiated a joint aid project in 2008. As part of Oliver Kahn's farewell game on 2 September 2008, the world goalkeeper had challenged ten amateur shooters to a penalty duel. Kahn held five balls. For each of them, easy living donated 100,000 euros.
Part of this money was donated to the DKSB, who used it to realise the "I can do it tour with Oliver Kahn". Twelve schools from Bavaria were selected to take part in the motivation programme. The highlight for the young people between the ages of 11 and 16 will of course be Oliver Kahn's visit to their school.
He did train for penalties with his old trainer Sepp Maier before the game, according to contemporary news articles.
The penalty shootout was set up in this way:
- For every goal, the shooter would get 100 000€
- For every save, 100 000€ would be spent for charity
Here is a video depicting the event, as reported by ZDF (public broadcaster) at the time (reporting about the shootout starts at 30:14).
As is clearly visible in the video, the shooters were adults.
I could not identify a similar event where money was donated (or was to be donated) to charity, and none against 9-year olds.