Arsenal, by claiming he is happy in Spain.
The French international has long been linked with a move to the Premier League club, who see him as the ideal man to fill the void left by Robin van Persie.
Manager Arsene Wenger has attempted to replace the talismanic Dutchman with Olivier Giroud, but the former Montpellier man seems to be struggling to adapt to English football.
This has led to sections of the Gunners’ support urging the club to spend big and bring in a proven goal scorer.
Benzema was thought to be a one of their preferred candidates, but the 24-year-old has revealed that he has no interest in moving:
“I know nothing of this.” He responded when asked about a possible switch to Arsenal by France Football.
“I feel very good at Real Madrid and that is where I want to be.
“It’s the greatest team in the world and our story is not over.”
Benzema has also been linked with big-spending Ligue 1 outfit Paris Saint-Germain, who are keen to lure one of the nation’s top talents to the league.