Benzema entered the first leg of the last-16 clash having failed to find the back of the net in over a month, which led to criticism from sections of the Bernabeu support.
Head coach Zinedine Zidane kept faith with his fellow Frenchman, however, and Benzema has said that he was "really proud and happy" with his performance against the Serie A side.
"It was a great night and all of us put in a great performance. I'm really proud and happy with my display. I now feel very good after scoring the first goal," Benzema told reporters. "I felt that the fans were with me and that is really important for your confidence.
"Since a young age, I have lived with criticism. I work hard and sometimes you score a lot of goals and on other occasions you don't. I'm not a striker who always wants to score, I like to do my bit for the team and that is why I work so hard in training.
"We know that we are here at Madrid, the best club in the world and the fans always support me. At times, it is to be expected that I come in for criticism, but I'm always here trying to help the team. I enjoyed myself. I got my goal and it was a game with a lot of action."
Benzema has only scored five times in 16 La Liga matches this season, but has now registered five goals in his last seven Champions League appearances.