In Belgium, Mitrovic was all set to rejoin the club he left for Newcastle in a £13million deal in 2015 and had even spoken to journalists about his excitement at returning to the Belgian champions.
But Anderlecht told Newcastle with just a few hours of the window remaining that they could no longer complete the deal owing to the collapse of an outgoing transfer.
"I had two or three Spanish clubs wanting him on loan and a French club. Anderlecht pushed and pushed. You cannot push the way they did and then not have a position. But we reacted well and that's it."
Mitrovic has since joined Fulham and Benitez added: "Mitro wants to play in the World Cup and needs games. In the future it is not necessary to go to the end of the window so close.
"But he wanted to play and needed to play. There is no problem, he is a nice lad."