After well over a year of intense speculation, Mbappe finally confirmed on Saturday that he had signed a new three-year contract at PSG.
It was a decision few saw coming given Madrid's apparent confidence the France international was going to join them on a free transfer at the end of June.
Mbappe's decision infuriated LaLiga chief Javier Tebas, while others associated more closely with Madrid were said to have been stunned.
An Instagram post by Benzema later the same day attracted particular attention, as he uploaded a photo of late rapper Tupac Shakur that was deemed to be veiled reference to betrayal.
Benzema: “IG story Tupac? No it wasn't Mbappe, there is no betrayal or anything, everyone does what he wants. It wasn't a picture with a message, I put a picture of Tupac because he's my favorite." pic.twitter.com/Br35vADiCu— The Football Index 🎙 ⚽ (@TheFootballInd) May 24, 2022
According to Madrid-based newspaper Marca, which is generally regarded to have strong ties to Los Blancos, Benzema had been key in trying to persuade international team-mate Mbappe to join the club, hence why he might have felt betrayed.
But Benzema is adamant such stories are nonsense.
Speaking to Movistar Plus on Tuesday, Benzema said: "I'm going to tell you that we're going to play a Champions League final on Saturday. This is not the time to talk about those little things. I'd rather not talk.
"I'm not angry, I'm just telling you that I'm focused on the Champions League final, which is more important than listening to other things."
Asked if he felt "betrayed", Benzema said: "Why? Everyone has to be focused on their things.
"Mbappe and other players have no reason to call me. Everyone decides their future. I'm calm here, preparing for Saturday's game. Each person does what he wants.
"There is no history of betrayal, or anything… Every month and a half I [post] photos of Tupac, who is my favourite.
"It's not a photo with a message; if I have a message I will see the person. Madrid is the best club in the world, but it was not a message."
Benzema did acknowledge, however, that the news was unexpected.
"I was surprised, like everyone else," he said. "He is a Paris player and we have a game on Saturday."
Both players are expected to be on international duty with France next month when Les Bleus begin their Nations League title defence.