The 25-year-old recently ended his long goalless run for France, but he has been the subject of criticism from his club supporters this season for a perceived lack of effort.
"I have come from experiencing the most difficult period of my young career, but I have always had confidence in myself. I have never given up and I will never give up," he told reporters at a press conference.
"Whistled by the fans again? I have not noticed. I have been fortunate enough to score and then the people were happy. The important thing was to finish the qualification group strongly."
Benzema is expected to start when Madrid face Malaga in La Liga this weekend.