Benitez, 53, admits he is a little frustrated at not being allowed to carry on at Chelsea.
He said: "When you enjoy working with really good players and have a very good relationship with the majority of them who are improving, it's always sad that you have to go.
"But that is the situation and I have to deal with that.
"I don't want to talk too much about my CV because we know what some people will say about that. But the reality is that I have won all the trophies you can win at club level.
"But I look at my time at Chelsea as a positive experience and I am quite sure the players are happy."