Benitez lasted in the job only months in 2016 before being sacked and replaced by Zinedine Zidane.
He recalled to Marca: "I've stayed a long time without talking about the club.
"At that time, it occurred to me to say something and it seemed that you could not say what you thought. So, what I do is not talk about Madrid.
"We were able to sign Lucas (Vazquez), Casemiro and (Mateo) Kovacic. Two of them are still there, and at a good level, but I don't want to talk about it. In six months, they let me do what they let me do. For whatever reason, it didn't interest us to do more. And that's it I don't want to say more."
However, he did also deny claims he discussed diving with Cristiano Ronaldo.
"That's a lie. At no time did I tell him how he had to throw himself. The only conversation I had with Cristiano about fouls was in Australia, when we were in the preseason."