The Atlas Lions were impressive during the first round as they won Group D with three victories without conceding any goals.
They have been scheduled to face Benin in the Round of 16 at Al-Salam Stadium on Friday.
"The group stage is over and we must stop talking about it, we have to focus on the next stage. The Moroccan team will fight in every game until the end," Benatia told Goal.
The centre-back scored two goals in 14 matches for Al Duhail and capped his debut season with the 2019 Emir Cup.
"I'm happy with Al-Duhail now, I don't think of leaving, I'll stay with the club next season. We will play against Al Sadd SC in the AFC Champions League, it will be a difficult game but we need to qualify," he continued.
Al Duhail are set to face Bounedjah’s Al Sadd in the Round of 16 of the AFC Champions League on August 6.
The Morocco international is anticipating the challenge against the Algeria forward who scored 39 goals in the 2018-19 Qatar Stars League.
"Baghdad Bounedjah is a very good player, he has good skills in attack, I'm looking forward to playing against them in AFC Champions League," Benatia concluded.