Benitez insists his methods were working at Real before he was removed and replaced by Zinedine Zidane.
He told AS: "At Inter Milan we won two titles (Supercopa and Club World Cup) and without the signings that had been promised. Only (Philippe) Coutinho, who was a kid.
"At Real Madrid we were in that phase of the year where we had to be: qualified for the knockout stages of the Champions League, two points behind Barcelona, who had one game less, and four from Atlético. It's not a problem that we did not win, we win, but sometimes they do not let you win.
"I'm (now) focused on what has to come, not what happened.
"Whatever I say about Madrid, there will always be someone who takes my words out of context."
Asked if he could coach in Spain again, Benitez added: "Yes. But my family is in England and that was my priority when I returned to the Premier."