Benzema, who a few days prior to the Champions League final did not want to talk about the issue, insists that their relationship isn't affected by the youngster's choice.
"I would have liked him to have been able to fulfil his dream of playing for Real Madrid, being together," Benzema told Telefoot.
"He chose PSG, we must respect him. It's his choice, he has a lot of responsibilities.
"We will enjoy playing together in the national team. Everyone makes their own choices."
There was much speculation that Benzema was upset by Mbappe's renewal with PSG after some cryptic messages he posted on social media.
However, Benzema has no doubt that the friendship will remain strong between the two.