Callejon was sent home from a training session on Sunday, with a lack of intensity behind Benitez's decision to dismiss the former Real Madrid forward.
The news has increased speculation of a return to Spain and Atletico are reportedly set to make another offer for the 27-year-old's services after their initial bid was turned down.
However, Benitez is adamant there is no problem with his fellow Spaniard, who scored 15 goals in 37 Serie A appearances during his debut season in Naples.
"I sent him home because it was plain to see he lacked intensity. You said he had a spat with me - not at all," the coach told reporters.
"He's a player I signed, who deserves to be an international, who will score 15 to 20 goals, who always trains hard as you saw yesterday. There is no issue about him.
"Then, you know, some club [Atletico Madrid] handed an important offer for him. We refused and some newspapers start to spread rumours. Callejon is a good guy, a top-level player who can still improve with us and he is not for sale."
While Benitez has no plans to sell Callejon, the former Liverpool boss indicated that there could be more players arriving at Napoli before the transfer window closes - including Barcelona's Javier Mascherano, whom he managed at Anfield.
"There are many players we like but we have to know our level and look for the suitable man for our tactics," Benitez added.
"Mascherano is very strong. We like him but, if he won't come here, we will sign another player and make him feel as strong as Mascherano."