The Blancos parted company with Carlo Ancelotti last month - even though the Italian led the capital club to Champions League glory in 2014.
The decision did not go down well with Ronaldo, who had responded to the rumours surrounding his former coach's future by posting a picture of the pair of them on his Twitter profile accompanied by the text: "Hope we work together next season."
Benitez has now officially replaced Ancelotti at the helm and Illgner is worried that the Spaniard's propensity for rotating and resting players will upset Ronaldo, who has long been accustomed to starting every game.
"Ronaldo could become a problem for Benitez," the ex-West Germany international told Sport1. "He has to integrate him and Gareth Bale as part of the collective and maybe put them on the bench sometimes to allow them an essential break.
"In this case, Benitez has difficult work to do. He is known as a coach who likes to rotate but he has to do that in a smooth way. That will be his main challenge."
Illgner does not doubt Benitez's credentials but he still believes Ancelotti deserved another season in charge.
"Ancelotti should have been allowed to continue working for another year because many things happened during a tenure that were not good for him," the 48-year-old added.
"The sales of Xabi Alonso of Angel Di Maria were things that were not optimal for the structure of the team.
"But now Benitez begins again and can prove himself. Whether he fits in at Madrid, we'll see in the coming months."