The 25-year-old scored 20 goals last season as Madrid lost their La Liga crown, and is excited ahead of a new era under Carlo Ancelotti.
The price has been dominated by Lionel Messi in recent years, but the Frenchman admits that it is still in his thoughts.
"It's [the Ballon d'Or] at the back of my mind," Benzema told Adidas. "I work every day with the aim of winning it.
"We need to be positive. We need to focus on the fact that we are a great team and we're here to win things. Real Madrid is the best club. I came here to work hard and I'm so happy to be here.
"The best thing is that I've dreamt of being a footballer since I was a boy and now I am one, and I am living my dream."
Madrid beat Inter Milan 3-0 yesterday in a pre-season friendly.