Benzema has been linked with a late career return to former club Lyon.
But the France striker said, "When I arrived I was very young and I did not know what it meant. Real, the best club in the world. I came from Lyon and I was a very happy youngster.
"But in my head, I always had the idea of wanting to triumph here. Little by little, now that I fully understand what Real Madrid is, I'm going in the right direction.
"I feel at home. I really like Madrid, the people and the country. People are good with me and I enjoy every day here, in training and in matches."
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