Benitez will exit Stamford Bridge in the summer when his short-term deal expires after being selected by Russian owner Roman Abramovic to take over following the dismissal of Roberto Di Matteo in November.
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And despite his appointment triggering a fierce backlash from sections of the Blues support, the 53-year-old Spaniard revealed he is crestfallen that his positive spell with the Blues is coming to an end.
"It's always a little bit sad when you have to go, but it's part of our job now," Benitez told FIFA.com.
"I can see the experience at Chelsea as a positive experience. They are a top side and a very good group of players. It's been a great experience."
Benitez sternly rejected the notion that his imminent departure would impact on Chelsea's end-of-season objectives, instead reaffirming his desire to secure Champions League football, via a top-four finish, and Europa League success in next weeks final against Benfica.
"My job is to do what I have to do this year," he added.
"My target is to finish in the top four, top three. Now we're in the [Europa League] final and trying to win the final. That's it.
"That is the situation and we have to deal with that. We will try to keep doing a professional job with integrity until the end."