The striker allegedly insulted Atletico Madrid after a radio presenter told him he was their choice to replace Radamel Falcao next season, and said he would rather move to Ligue 1
The station's show, El Exorcista, has surprised a number of celebrities in the past, including Manchester City striker Sergio Aguero and former Spain coach Luis Aragones.
And this time they chose to poke fun at Benzema, as the presenter, 'Carlitos Way', asked the supposed striker if he would be interested in a move to Atletico at the end of the season to replace Radamel Falcao.
"Is this a joke?" replied the alleged Frenchman, before adding: "I won't speak about that on the phone - you will have to talk to my manager."
The presenter, who claimed to be calling on behalf of Atleti president Enrique Cerezo, said the club could offer Benzema an attractive package to move to Real's cross-city rivals, but warned the forward he could not score in this week's derby clash between the two sides.
To that, the alleged Frenchman replied: "Do you really think I am going to move from Real Madrid, the biggest club in the world, to a sh*t team who nobody knows ...?
He added that Atletico's advantage over Madrid in La Liga was merely "by chance" and asked who would be their coach next season. "[Diego] El Cholo Simeone," the presenter replied, to which the striker said: "I prefer Mou [Jose Mourinho]."
"I am closer to PSG than to Atleti," the supposed striker then revealed.
Real Madrid strongly denied the quotes attributed to the Frenchman claiming the call was to someone else and not their €35m striker. "The statements attributed to Karim Benzema are false," a club official said.