The shot-stopper had been heavily linked with a move away from the Santiago Bernabeu this summer after Los Blancos had met the €10 million (£8m) release fee for Levante star Keylor Navas.
Lopez’s agent, Manolo Garcia-Quilon, has been adamant that his client does not want to leave Spain this summer and that he had not received any enquiries for the 32-year-old from Napoli, with Benitez now confirming that no approach has been made.
"We have been linked with many names but a very high percentage are not real," the Napoli boss told Marca.
"I heard: 'Napoli will sign Diego Lopez, they have an agreement.' In no time have we have raised [an enquiry]."
Benitez also spoke of Liverpool goalkeeper Pepe Reina, who spent last season on loan at Stadio San Paolo.
Despite the player admitting that his future at Anfield was by no means assured, the coach refused to reveal if he would attempt to sign his former player this summer.
"In principle, we do not speak of the transfer market because it would be disrespectful to our players," the former Reds boss mused.
"This time, lots of things have changed but today the goalkeepers that we have are of the highest of standards and we have the maximum confidence in them."