But the 24-year-old marksman, who notched an impressed 21 goals in La Liga last season, still has three years remaining on his contract with the Spanish champions and insists he is eager to stay at the Bernabeu.
"The rumours about my future are common, every summer it's the same that I will be going to this club and that club," he told The Sun on Sunday.
"But I am very happy at Real Madrid and the thought about leaving has never crossed my mind.
"I know Manchester United have tried to sign me for the past three or four seasons. When I was at Lyon they, and a number of other English clubs, wanted me but could not agree terms with Lyon.
"Besides, I wanted to go to Spain and I can honestly say I have never regretted that decision," he continued.
|Cabaye still wary of England threat
"I'm still young and I have a contract at Madrid until 2015. I still want to achieve things at the club. I have had a taste of success after winning the Spanish title but I want more."Benzema is set to spearhead his nation's attack against Roy Hodgson's England tomorrow, after returning to the international fold under Laurent Blanc, and says that he is aware that les Bleus must get off to a winning start.
"We can't afford to drop points against England. It's not an easy game to get our campaign underway," he said.
"There is no complacency because England are always among the favourites in any tournament.
"Much will be made about the absence of Wayne Rooney but that is not to say England don’t have alternatives in attack and players that don’t present a threat to France.
"England have players with vast experience but then we have some very experienced players and some extremely talented young players. We also have a coach who knows the English well, so we are well prepared.
"On our day though we are confident we can win. We are not looking for a draw, we are looking to get our campaign off to a winning start."
England and France kick off at 17:00 on Monday, with both sides looking to get their European Championship campaigns off to a positive start.