In an interview ahead of Real's trip to Borussia Dortmund, the 24-year-old discussed what he has gained playing under coach Jose Mourinho.
“The coach has worked with me on the mental side of the game. Now I'm stronger in that regard. I've had many ups and downs in Madrid, but I'm still here. Mourinho is a great coach and very supportive,” the France international explained to Uefa.com.
He then went on to give his take on the pressure that footballers have to deal with.
"Pressure has been part of my life since I was at Lyon, but here it's more intense because I'm at the best club in the world,” he said.
“But I don't feel pressure during games otherwise I'd be paralysed and unable to play. I forget it by talking to my little brother.
“Overall I'm quite shy. When people get to know me they realise I like to have fun and I'm always laughing."Benzema continued by reflecting on Real's efforts in last season's Champions League, a run to the semi-finals that was halted by die Roten.
"Unfortunately we lost to Bayern Munich on penalties, and we were all disappointed because we thought we could win the competition. But looking back, I think we had a great campaign."
Looking ahead towards their match against die Borussen, he said: “Borussia Dortmund are a great team. It'll be a tough game as those against Manchester City and Ajax were. It's up to us to go there and achieve a great result.”
Real Madrid take on Borussia Dortmund on Wednesday. The match begins at 20.45CET.