The French international has been linked with a summer move to Paris Saint-German amid rumours that a number of players could exit the Santiago Bernabeu if coach Jose Mourinho decides to quit the club.
"Whether Mourinho quits or not, Benzema will remain at Madrid," Karim Djaziri told AS.
"At no point has Karim wanted to join PSG and they have never contacted us. He is at the best football club in the world."
Benzema has scored 10 goals in 31 games for Madrid in all competitions this season.