After Gareth Bale's brace earned a 3-1 win over Liverpool in Kiev, the Portugal star suggested he is thinking about departing Madrid, which lifted the UEFA Champions League for the third year in a row.
Ronaldo's interview was shrugged off by coach Zinedine Zidane, while captain Sergio Ramos described the 33-year-old as "indispensable" to Madrid.
Benzema, who capitalised on the first of two Loris Karius howlers to give Madrid the lead, feels Ronaldo will remain in the Spanish capital.
"Where will Cristiano go?" Benzema asked.
"He stays with us, we need Cristiano."
A fourth UEFA Champions League crown in five years asserts Madrid as the dominant European team of the era.
But Benzema did not miss the opportunity to fire a barb at rival Barcelona, which won a domestic double.
"Very important night for us," Benzema added. "We are very happy.
"Now we are making history, we are going to continue, we have a formidable group.
"I am very proud of the season because we have the most important title."