He picked up the LaLiga Santander Pichichi Trophy, the Di Stefano Trophy and the Hyundai Supporters' MVP Trophy at the Marca awards last night.
It's the first time Benzema has won the Pichichi, and it comes after a season in which he scored 27 goals.
"I feel very proud of my work," he said. "I think this year is going to be a difficult year. I always want to do more.
"I'm going to try and do more, that includes winning LaLiga, scoring a lot of goals and most importantly, enjoying myself on the pitch.
"It's a very important trophy for me, thanks to my teammates.
"Without them I wouldn't be here today. Thanks to the fans, the club and the president.
"Every year is different, every year our rivals want to win LaLiga and let's see what happens this year.
"But we are strong and let's see what happens."
As for which goal from last season stood out in his mind, Benzema had no doubts
"If it's LaLiga, I think the one against Sevilla in the last minute," he said.
"In the Champions League it's the ones against PSG, it was a special night."