The former Liverpool, Everton and Newcastle United manager is currently a free agent after leaving Celta Vigo last year.
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Benitez told the Telegraph: "It's bad for a coach to be seen as retired.
"People still ask me, 'Do you want to be a coach?'. Of course, I want it, and especially in England and in Europe.
"I don't want people to think I'm done. I'm still evolving."