The France international has recently been linked with a move to Paris Saint-Germain, but Benzema is unaware of any interest from the Ligue 1 giant as he is focused on winning silverware with his current club.
"I don't know anything about that [PSG's interest]. I'm happy at Real Madrid, I want to be at this club. It's the biggest club in the world and our story together isn't over," the striker told France Football.
"I'm at Madrid to win everything. The Champions League is a big part of my ambitions. Here, everyone wants to win the decima, and I want to be part of the team that achieves it."
Madrid last won the Champions League in 2001-02 under Vicente del Bosque.