The Spaniard was in charge of Liverpool during their Champions League group stage win over Debrecen at Anfield four years ago and insists he saw nothing suspicious during the game.
Debrecen's goalkeeper Vukasin Poleksic had been investigated by Uefa prior to the game and was later banned for two years for failing to report an approach from match-fixers.
"I'm surprised, though it was nothing to do with Liverpool," Benitez told reporters.
|NO LAMPARD NEWS - BENITEZ
|11/1||Chelsea are 11/1 with BetVictor to slip to a 1-1 draw with Wigan at home today
"We went out to win the game, and we did. I didn't remember [anything suspicious]. It was a game we had to win, and we approached it to do just that.
"The fact it was 1-0 means it was quite difficult. I think that it's fantastic that the investigation is taking place, analysing those 300-odd games.
"If they find something then OK. If not, even better. But it's important to clarify things. I'm very happy with that."
Europol, the European Union's law-enforcement agency, announced that 425 match officials, club officials and players are suspected to be involved in the fixing of up to 380 professional matches in Europe as well as 300 played in Africa, Asia and Central and South America.