The Spaniard, who most recently coached in England with Newcastle United, is under contract whit Dalian Yifang.
Speaking to Sky Sports' Monday Night Football, Benitez said: "In the future I would like to come back to the Premier League because I like the league, but at the moment I can be very clear, there's no chance I will come back now.
"I'm really pleased (with my current job), they trust me, they have a lot of staff working on a big, big project.
"The league is different, it is another level. Wanda, that is behind the team, is a massive company and they want to change everything, they want to change the structure.
"We are in charge of the kids from six years old until the first team. So I want to leave a legacy and it's a challenge for me. I'm learning a lot, it's a great experience and I'm quite happy at the moment."