Benitez was an unpopular appointment at Stamford Bridge due to his prior association with Liverpool - a side he led to the Champions League title in 2005 after a controversial semi-final defeat of the Blues.
In a bid to quell the discontent emanating from the stands, Benitez in February called for them to back the team and confirmed he would be leaving Chelsea at the end of the season.
Speculation has mounted in recent weeks over where Benitez will go next. A leading side in England is an option, and he did not totally dismiss the prospect of a return to Liverpool this week - in part because his family home remains in the north-west.
A local journalist informed Benitez that Russian Liverpool fans are intending to attend Thursday's match at the Luzhniki Stadium and asked about a return to Anfield.
The Spaniard, wearing a wide smile, said: "All the support is welcome, but especially for the players, so hopefully the players will feel a little warm and will be fine.
"I have my family in Liverpool so that is my home and I will come back to Liverpool any time.
"Just to clarify: I'm talking about my home, where my family is, not the team.
"I am the Chelsea manager and I will go back next week because we have to play against Liverpool (April 21)."
The reaction of Chelsea's anticipated small band of travelling fans will be intriguing at a venue where they have experienced defeat on the biggest stage - the 2008 Champions League final penalty shootout loss to Manchester United.
The ghost was put to rest when Chelsea beat Spartak Moscow 2-0 on their return to the arena in October 2010, also in the Champions League, but the Europa League is new territory for a team perennially in the latter stages of the top-tier European competition.
That is nothing to do with Benitez; his predecessor Roberto Di Matteo's side had already become the first holders to exit the competition prior to his November appointment.
Now the Spaniard is seeking to finish his Blues career on a high, beginning with safe passage into Friday's semi-final draw ahead of Sunday's FA Cup semi-final with Manchester City at Wembley.
Midfielder John Obi Mikel recently suggested he struggles for motivation for the Europa League, but a trophy is on the horizon.
Chelsea could become the first team to hold the Europa League and Champions League trophies at the same time - for a few days at least - if they win the final in Amsterdam on May 15.
That is the aim for Benitez, whose side must first confirm their last-four place after taking a 3-1 aggregate lead following the first leg.
Benitez said: "We have a lot of respect for Rubin Kazan. We know that it's a good team.
"All my players know how important this competition is and they will be really pleased if we go through and will go to the final and if we can win the final."
Chelsea's lead is commanding, but Rubin Kazan are difficult opponents as Inter Milan, 2012 Europa League winners Atletico Madrid and Levante have found out.
Kazan are also playing away from home, due to inclement weather 500 miles further east in their home city where they beat Inter, but Benitez does not anticipate a shock.
"We know the team, so they can do well and then maybe we have to react," said Benitez, who is unconcerned about the synthetic pitch.
"I have confidence we can do well. I don't see too many surprises.
"If they play well, fair enough, but not because we are surprised."
Benitez will rotate his players with City in mind, with captain John Terry and midfielder Frank Lampard expected to return to the starting line-up.
Chelsea must also adapt in defence, where the absences of left-backs Ashley Cole (hamstring) and Ryan Bertrand (illness) force a change.
Experienced Portuguese Paulo Ferreira and 18-year-old Dutchman Nathan Ake are options and Benitez has backed the latter to perform, if selected.
"I don't think it will be a big problem for Ake if he has to play there," Benitez said.