The Morocco international was heavily linked with Premier League sides such as Chelsea and Manchester City throughout the summer transfer window, but he has now revealed that both Clasico clubs also made an approach for him, before he eventually moved to the Allianz Arena for an initial transfer fee of €26 million.
"Manchester City and Chelsea wanted me, while there were also approaches from Real Madrid and Barcelona," Benatia was quoted as saying by Kicker.
"I discussed my future with Roma sporting director Walter Sabatini. He told me that the club wanted to hold on to me, but that they needed the money from a sale. That annoyed me, because I initially wanted to stay put.
"But let it be clear, I was happy to join Bayern Munich. I like Munich - even if it's a bit cold here."
The 27-year-old then went on to stress that he doesn't feel any extra pressure because of his €26m pricetag.
"It doesn't make any difference for me whether I join a club on a free transfer or for a big fee," the centre-half insisted.