The Argentina international has been strongly linked with a new challenge after featuring infrequently for the Blancos during the course of the season, making only 28 of his 52 competitive appearances as a starter.
Paris Saint-Germain and Juventus have both been credited with an interest in the forward, with Javier Pastore publicly claiming that the French capital club had been in contact with his compatriot.
However, Benzema insists Higuain is going nowhere, telling AS: "Now he is with the Argentina national team and I hope that he will stay.
"He has no intention to go, not to PSG or any other club. He must rest because he is a very important player for us."
Turning his attentions to France's first match at Euro 2012 against England, Benzema is aware of the quality the Three Lions possess in their ranks, but warns les Bleus have big plans for the competition.
"We approach the Euros in the best possible shape," he added. "These are times of change for us.
"The team is doing very well. Our goal is to reach the final and win it, that would be a dream, but first we have to go through the group stage.
"England are a good team, but we do not fear anyone in particular. I really like Steven Gerrard and the way he understands the game.
"We will have to move a lot on the field and not fall for their game, which will be very physical."
Kick-off in Donetsk on Monday is scheduled for 18:00CET.