The French Football Federation (FFF) ruled Benzema out of contention for a place in Didier Deschamps' squad on Wednesday, citing the need "to work towards unity".
Benzema was suspended from national team duty by the FFF in December pending the outcome of a legal investigation into an alleged plot to blackmail fellow international Mathieu Valbuena.
Griezmann gave the latest indication of the quality he will bring to France's Euro bid by firing a decisive brace as Atletico Madrid stunned holders Barcelona in the quarter-finals of the Champions League later on Wednesday, but the 25-year-old's enthusiasm was punctured by news of Benzema's omission.
"I learned about that on the bus coming to the stadium. Personally, this is very sad because I get on well with him on and off the field," he told RMC Sport.
"Personally we must respect the choice of each party. We will try to do our best and go all the way in the Euros."
Griezmann believes the likes of Olivier Giroud and Andre-Pierre Gignac mean France have sufficient depth in the centre-forward position without Benzema, and said he would relish increased responsibility.
"[Benzema] is a great player, he will be missed. But we have other strikers. We saw them in the last two friendlies.
"Giroud and Dede [Gignac] have made it work. We trust them and we will work hard to go through.
"The leader will be everyone. We will see what works better tactically, who will play and I'm sure we can produce a big performance.
"It is better if more is expected of me. Here [at Atletico] it is the same and I feel good with it. In the end, it's just playing football and that's what I will try to do."