The 25-year-old has called on his team-mates to be united as Los Blancos look to put their league form behind them and focus on having a strong end to the campaign
Los Blancos slumped to their fifth defeat of the league campaign in the 1-0 loss to Granada on Saturday and now trail leaders Barcelona by 16 points.
But despite admitting the Blaugrana now hold an almost unassailable lead over their bitter rivals, Benzema is hopeful Madrid can enjoy a strong end to the season and achieve success in the remaining competitions.
"We have the Champions League to play for and that is a special competition – especially for this club," the 25-year-old told Marca.
"And then there is the Copa semi-final with Barcelona which is also very open.
“At this point in time, the team has to be united. We all have the same goal and we will not give up.
"We know we can do better. We are all disappointed by the defeat and I want to say sorry to the fans. We admit that winning the League is going to be difficult, but we have to fight until the end.
"It is a long road ahead and we know we can go far."
Real Madrid face Manchester United next week in the last 16 of the Champions League.