He sealed a £7m switch to the Liberty Stadium last month, and the 25-year-old believes that the Spaniard - who has previously managed Liverpool and Chelsea - gave him the skills to flourish in England's top flight.
"I already had the idea of playing in the Premier League, and when this interesting possibility arrived, Napoli and I found an agreement with absolute serenity," he told Il Mattino. "I was feeling good at Napoli, but the Premier League is attractive and is a fantastic league.
"The development I had under Benitez allowed me to move to the Premier League. Here football is different to Serie A.
"I appreciate Rafa a lot, and he sent me a good message when I joined Swansea. I thank him because he allowed me to grow. Last season he put faith in me and I learnt a lot. It prepared me for the Premier League."
Fernandez could make his debut when the Swans face Chelsea at Stamford Bridge on Saturday.