Benitez has received offers since his departure from Inter Milan.
Asked about his future on BBC Radio Five Live's Sportsweek programme, the 50-year-old Spaniard said: "The priority is the Premier League, because the style is better for me."
He will not rush into a new job, though, because he knows he has to choose wisely.
"You can't say we will build something and spend three, four or five years waiting for trophies," he said.
"You have to find the right balance, a club that can win or try to win right now but at the same time prepare for the future.
"At this moment in time I don't have any offer. Before I did, but now I don't have any offers.
"I have had some offers abroad and some national teams, but I needed to stay with the family ... relax a little bit and be ready for the next challenge."